Adjusted likelihood ratio statistics in beta regression models / Ajustes para o teste da razão de verossimilhanças em modelos de regressão beta
AUTOR(ES)
Eliane Cantinho Pinheiro
DATA DE PUBLICAÇÃO
2009
RESUMO
We consider the issue of performing accurate small-sample likelihood-based inference in beta regression models, which are useful for modeling continuous proportions that are affected by independent variables. We derive Skovgaards (Scandinavian Journal of Statistics 28 (2001) 3-32) adjusted likelihood ratio statistics in this class of models. We show that the adjustment terms have simple compact form that can be easily implemented from standard statistical software. We presentMonte Carlo simulations showing that inference based on the adjusted statistics we propose is more reliable than that based on the usual likelihood ratio statistic. A real data example is presented.
ASSUNTO(S)
teste da razão de verossimilhanças likelihood ratio test nonlinear models regressão beta modelos não lineares continuous proportions small sample adjustments. beta regression ajustes para pequenas amostras. proporções contínuas
