Jalmar M. F. Carrasco, S. Ferrari, R. Arellano-Valle
{"title":"变量贝塔回归中的乘法误差","authors":"Jalmar M. F. Carrasco, S. Ferrari, R. Arellano-Valle","doi":"10.1214/22-bjps543","DOIUrl":null,"url":null,"abstract":". This paper deals with beta regression models with a covariate that is not directly observed; instead, it is replaced by a surrogate covariate that underpredicts its actual value. We propose a multiplicative errors-in-variables model tailored for this situation and develop calibration regression and pseudo-likelihood-based inference for the unknown parameters. The impact of ignoring the measurement error and the performance of the inference methods are evaluated through simulations and a real data illustration.","PeriodicalId":51242,"journal":{"name":"Brazilian Journal of Probability and Statistics","volume":null,"pages":null},"PeriodicalIF":0.6000,"publicationDate":"2023-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Multiplicative errors-in-variables beta regression\",\"authors\":\"Jalmar M. F. Carrasco, S. Ferrari, R. Arellano-Valle\",\"doi\":\"10.1214/22-bjps543\",\"DOIUrl\":null,\"url\":null,\"abstract\":\". This paper deals with beta regression models with a covariate that is not directly observed; instead, it is replaced by a surrogate covariate that underpredicts its actual value. We propose a multiplicative errors-in-variables model tailored for this situation and develop calibration regression and pseudo-likelihood-based inference for the unknown parameters. The impact of ignoring the measurement error and the performance of the inference methods are evaluated through simulations and a real data illustration.\",\"PeriodicalId\":51242,\"journal\":{\"name\":\"Brazilian Journal of Probability and Statistics\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.6000,\"publicationDate\":\"2023-06-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Brazilian Journal of Probability and Statistics\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1214/22-bjps543\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Brazilian Journal of Probability and Statistics","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1214/22-bjps543","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
. This paper deals with beta regression models with a covariate that is not directly observed; instead, it is replaced by a surrogate covariate that underpredicts its actual value. We propose a multiplicative errors-in-variables model tailored for this situation and develop calibration regression and pseudo-likelihood-based inference for the unknown parameters. The impact of ignoring the measurement error and the performance of the inference methods are evaluated through simulations and a real data illustration.
期刊介绍:
The Brazilian Journal of Probability and Statistics aims to publish high quality research papers in applied probability, applied statistics, computational statistics, mathematical statistics, probability theory and stochastic processes.
More specifically, the following types of contributions will be considered:
(i) Original articles dealing with methodological developments, comparison of competing techniques or their computational aspects.
(ii) Original articles developing theoretical results.
(iii) Articles that contain novel applications of existing methodologies to practical problems. For these papers the focus is in the importance and originality of the applied problem, as well as, applications of the best available methodologies to solve it.
(iv) Survey articles containing a thorough coverage of topics of broad interest to probability and statistics. The journal will occasionally publish book reviews, invited papers and essays on the teaching of statistics.