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A general class of zero-or-one inflated beta regression models

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  • Ospina, Raydonal
  • Ferrari, Silvia L.P.

Abstract

This paper proposes a general class of regression models for continuous proportions when the data contain zeros or ones. The proposed class of models assumes that the response variable has a mixed continuous–discrete distribution with probability mass at zero or one. The beta distribution is used to describe the continuous component of the model, since its density has a wide range of different shapes depending on the values of the two parameters that index the distribution. We use a suitable parameterization of the beta law in terms of its mean and a precision parameter. The parameters of the mixture distribution are modeled as functions of regression parameters. We provide inference, diagnostic, and model selection tools for this class of models. A practical application that employs real data is presented.

Suggested Citation

  • Ospina, Raydonal & Ferrari, Silvia L.P., 2012. "A general class of zero-or-one inflated beta regression models," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1609-1623.
    • Handle: RePEc:eee:csdana:v:56:y:2012:i:6:p:1609-1623
    DOI: 10.1016/j.csda.2011.10.005
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    References listed on IDEAS

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