In this paper two alternative approaches are proposed to model a response variable Y measured on the interval from zero to one, including both zero and one. The first proposed model employs a flexible four parameter distribution for 0 < Y < 1, for example a logit skew exponential power distribution, inflated by including point probabilities at 0 and 1. The second proposed model is a generalised Tobit model, obtained from a flexible four parameter distribution on (-infinity;+infinity), for example the skew exponential power distribution, by censoring below 0 and above 1. The proposed models are applied to a real data set and compared with current popular models.

Abu, H., Mikis, S., Robert, R., Enea, M. (2015). Modelling a proportion response variable using generalised additive models for location scale and shape. In Proceedings of the 30th International Workshop on Statistical Modelling - Volume 2.

Modelling a proportion response variable using generalised additive models for location scale and shape

Marco Enea
2015-01-01

Abstract

In this paper two alternative approaches are proposed to model a response variable Y measured on the interval from zero to one, including both zero and one. The first proposed model employs a flexible four parameter distribution for 0 < Y < 1, for example a logit skew exponential power distribution, inflated by including point probabilities at 0 and 1. The second proposed model is a generalised Tobit model, obtained from a flexible four parameter distribution on (-infinity;+infinity), for example the skew exponential power distribution, by censoring below 0 and above 1. The proposed models are applied to a real data set and compared with current popular models.
Settore SECS-S/05 - Statistica Sociale
lug-2015
30th International Workshop on Statistical Modelling
Linz
6th-10th July 2015
30th
2015
4
Abu, H., Mikis, S., Robert, R., Enea, M. (2015). Modelling a proportion response variable using generalised additive models for location scale and shape. In Proceedings of the 30th International Workshop on Statistical Modelling - Volume 2.
Proceedings (atti dei congressi)
Abu, H.; Mikis, S.; Robert, R.; Enea, M.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10447/247272
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