Beta regression is useful when the dependent variable is bounded, or when it has a ceiling or floor effect. It can also be used for modeling both the mean and the variance.
A useful summary is Smithson and Verkullen.
Questions tagged [beta-regression]
217 questions
3
votes
2 answers
Why are my beta regression results biased?
I would like to use the betareg package, and started with some simulations to ensure I understand how it works.
I seem to be getting biased coefficient estimates in my simulation. I have made my simulation so that it roughly matches the type of data…
user48394
- 45
2
votes
1 answer
Bias in beta regression
I just wanted to check how good my Beta reg model was at recovering true values of the parameters, and I found surprisingly large differences. Same results when using the "betareg" package.
Here is an R code to simulate a Beta variable and to…
Nicolas K
- 1,054
1
vote
0 answers
Beta regression - calculate predicted value from coefficients using loglog link
Firstly, I would like to say, I have read a great post but it doesn't quite answer my question. This post came very close, but I still couldn't solve my issue from it.
I would like to be able to run a beta regression and be able to create the…
Tim
- 53
1
vote
1 answer
Weighted least squares estimator
I have this linear model:
= + , = 1, … , n
with variance proportional to the covariate, like $(_) = 0 $ and $() = ^2_{}$.
I need the weighted least squares estimator of beta.
I'm not really sure how to proceed, so far I've thought maybe to…
user222371
- 11
1
vote
0 answers
standardized coefficient interpretation in logs from beta function
How can I interpret the beta regression from regressing lny on lnx, or lny on x etc. For example in Stata I make this regression using beta function:
reg lny lnx z t, beta robust
this gives me usual coefficient estimates which can be interpreted as…
Skylar
- 11
1
vote
1 answer
Confidence intervals for beta regression
I have used the betareg package in R to fit a regression. My question is: how do I calculate confidence intervals for betaregression in R?
Lara
- 11
0
votes
1 answer
Fitting a beta mixed model
I would like some clarification on fitting a beta mixed model.
My dependent variable is the proportion of days that patients take medication. For every patient(Patient.ID), the pharmacy either had an intervention or no intervention (Int_code of…
Lindo M
- 1