Quotation Zeileis, Achim, Cribari-Neto, Francisco. 2009. Beta Regression in R. Research Report Series, Department of Statistics and Mathematics, Report 98.


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Abstract

The class of beta regression models is commonly used by practitioners to model variables that assume values in the standard unit interval (0, 1). It is based on the assumption that the dependent variable is beta-distributed and that its mean is related to a set of regressors through a linear predictor with unknown coefficients and a link function. The model also includes a precision parameter which may be constant or depend on a (potentially different) set of regressors through a link function as well. This approach naturally incorporates features such as heteroskedasticity or skewness which are commonly observed in data taking values in the standard unit interval, such as rates or proportions. This paper describes the betareg package which provides the class of beta regressions in the R system for statistical computing. The underlying theory is briefly outlined, the implementation discussed and illustrated in various replication exercises.

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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Working/discussion paper, preprint
Language English
Title Beta Regression in R
Title of whole publication Research Report Series, Department of Statistics and Mathematics, Report 98
Year 2009
URL http://epub.wu-wien.ac.at/dyn/virlib/wp/showentry?ID=epub-wu-01_fad&style=blank

Associations

People
Zeileis, Achim (Former researcher)
External
Cribari-Neto, Francisco
Organization
Institute for Statistics and Mathematics IN (Details)
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