Some restriction tests in a new class of regression models for proportions
Contribuinte(s) |
UNIVERSIDADE DE SÃO PAULO |
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Data(s) |
20/10/2012
20/10/2012
2009
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Resumo |
The main purpose of this work is to study the behaviour of Skovgaard`s [Skovgaard, I.M., 2001. Likelihood asymptotics. Scandinavian journal of Statistics 28, 3-32] adjusted likelihood ratio statistic in testing simple hypothesis in a new class of regression models proposed here. The proposed class of regression models considers Dirichlet distributed observations, and the parameters that index the Dirichlet distributions are related to covariates and unknown regression coefficients. This class is useful for modelling data consisting of multivariate positive observations summing to one and generalizes the beta regression model described in Vasconcellos and Cribari-Neto [Vasconcellos, K.L.P., Cribari-Neto, F., 2005. Improved maximum likelihood estimation in a new class of beta regression models. Brazilian journal of Probability and Statistics 19,13-31]. We show that, for our model, Skovgaard`s adjusted likelihood ratio statistics have a simple compact form that can be easily implemented in standard statistical software. The adjusted statistic is approximately chi-squared distributed with a high degree of accuracy. Some numerical simulations show that the modified test is more reliable in finite samples than the usual likelihood ratio procedure. An empirical application is also presented and discussed. (C) 2009 Elsevier B.V. All rights reserved. Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) Sao Paulo state government institution FAPESP in Brazil Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) Brazilian federal government institution CNPq |
Identificador |
COMPUTATIONAL STATISTICS & DATA ANALYSIS, v.53, n.12, p.3972-3979, 2009 0167-9473 http://producao.usp.br/handle/BDPI/30782 10.1016/j.csda.2009.06.005 |
Idioma(s) |
eng |
Publicador |
ELSEVIER SCIENCE BV |
Relação |
Computational Statistics & Data Analysis |
Direitos |
restrictedAccess Copyright ELSEVIER SCIENCE BV |
Palavras-Chave | #LOG LIKELIHOOD RATIO #DIRICHLET #Computer Science, Interdisciplinary Applications #Statistics & Probability |
Tipo |
article original article publishedVersion |