Open AccessEstimation of Beta Regression Model with Applied Study
Author(s) -
Hanaa Abd El Reheem Salem
Publication year - 2016
Publication title -
journal of advances in mathematics
Language(s) - English
Resource type - Journals
ISSN - 2347-1921
DOI - 10.24297/jam.v12i11.10
Subject(s) - mathematics , statistics , regression analysis , beta distribution , beta (programming language) , regression , computer science , programming language
This paper proposes a regression model where the dependent variable is beta distributed. Therefore the observations of the dependent variable must fall within (0,1) interval. This beta regression model produces two regression coefficients: one for the model of the mean and one for the model of the dispersion. Parameter estimation is performed by maximum likelihood and Bayesian method. Finally, numerical study is presented.