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(Reference retrieved automatically from Web of Science through information on FAPESP grant and its corresponding number as mentioned in the publication by the authors.)

Bayesian inference for zero-and/or-one augmented beta rectangular regression models

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Author(s):
Silva, Ana R. S. [1] ; Azevedo, Caio L. N. [1] ; Bazan, Jorge L. [2] ; Nobre, Juvencio S. [3]
Total Authors: 4
Affiliation:
[1] Univ Estadual Campinas, Campinas - Brazil
[2] Univ Sao Paulo, Sao Paulo - Brazil
[3] Univ Fed Ceara, Fortaleza, Ceara - Brazil
Total Affiliations: 3
Document type: Journal article
Source: BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS; v. 35, n. 4, p. 749-771, NOV 2021.
Web of Science Citations: 0
Abstract

In this paper, we developed a full set of Bayesian inference tools, for zero-and/or-one augmented beta rectangular regression models to ana-lyze limited-augmented data, under a new parameterization. This parameter-ization: facilitates the development of both regression models and inferen-tial tools as well as make simplifies the respective computational implemen-tations. The proposed Bayesian tools were parameter estimation, model fit assessment, model comparison (information criteria), residual analysis and case influence diagnostics, developed through MCMC algorithms. In addi-tion, we adapted available methods of posterior predictive checking, using appropriate discrepancy measures. We conducted several simulation studies, considering some situations of practical interest, aiming to evaluate: prior sensitivity choice, parameter recovery of the proposed model and estimation method, the impact of transforming the observed zeros and ones, along with the use of non-augmented models, and the behavior of the proposed model fit assessment and model comparison tools. A psychometric real data set was analyzed to illustrate the performance of the developed tools, illustrating the advantages of the developed analysis framework. (AU)

FAPESP's process: 13/07850-0 - Zero-one heteroscedastic augmented rectangular beta regression models
Grantee:Ana Roberta dos Santos Silva
Support Opportunities: Scholarships in Brazil - Master