This paper introduces two general models for computing centiles when the response variable Y can take values between 0 and 1, inclusive of 0 or 1. The models developed are more flexible alternatives to the beta inflated distribution. The first proposed model employs a flexible four parameter logit skew Student t (logitSST) distribution to model the response variable Y on the unit interval (0, 1), excluding 0 and 1. This model is then extended to the inflated logitSST distribution for Y on the unit interval, including 1. The second model developed in this paper is a generalised Tobit model for Y on the unit interval, including 1. Applying these two models to (1-Y) rather than Y enables modelling of Y on the unit interval including 0 rather than 1. An application of the new models to real data shows that they can provide superior fits.

Hossain, A., Rigby, R., Stasinopoulos, M., & Enea, M. (2016). Centile estimation for a proportion response variable. STATISTICS IN MEDICINE, 35(6), 895-904 [10.1002/sim.6748].

Centile estimation for a proportion response variable

ENEA, Marco
2016

Abstract

This paper introduces two general models for computing centiles when the response variable Y can take values between 0 and 1, inclusive of 0 or 1. The models developed are more flexible alternatives to the beta inflated distribution. The first proposed model employs a flexible four parameter logit skew Student t (logitSST) distribution to model the response variable Y on the unit interval (0, 1), excluding 0 and 1. This model is then extended to the inflated logitSST distribution for Y on the unit interval, including 1. The second model developed in this paper is a generalised Tobit model for Y on the unit interval, including 1. Applying these two models to (1-Y) rather than Y enables modelling of Y on the unit interval including 0 rather than 1. An application of the new models to real data shows that they can provide superior fits.
Settore SECS-S/05 - Statistica Sociale
Settore SECS-S/01 - Statistica
http://onlinelibrary.wiley.com/journal/10.1002/(ISSN)1097-0258
Hossain, A., Rigby, R., Stasinopoulos, M., & Enea, M. (2016). Centile estimation for a proportion response variable. STATISTICS IN MEDICINE, 35(6), 895-904 [10.1002/sim.6748].
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/10447/219851
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