A beta inflated mean regression model for fractional response variables

Cristian L. Bayes, Luis Valdivieso

Producción científica: Contribución a una revistaArtículorevisión exhaustiva

14 Citas (Scopus)


ABSTRACT: This article proposes a new regression model for a dependent fractional random variable on the interval (Formula presented.) that takes with positive probability the extreme values 0 or 1. Our model relates the expected value of this variable with a linear predictor through a special parametrization that let the parameters free in the parameter space. A simulation-based study and an application to capital structure choices were conducted to analyze the performance of the likelihood estimators in the model. The results show not only accurate estimations and a better fit than other traditional models but also a more straightforward and clear way to estimate the effects of a set of covariates over the mean of a fractional response.

Idioma originalInglés
Páginas (desde-hasta)1814-1830
Número de páginas17
PublicaciónJournal of Applied Statistics
EstadoPublicada - 26 jul. 2016


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