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Efecto de la especificación incorrecta de la distribución de los efectos aleatorios en el modelo de regresión beta con intercepto aleatorio

Authors: Úsuga Manco, Olga Cecilia;

Efecto de la especificación incorrecta de la distribución de los efectos aleatorios en el modelo de regresión beta con intercepto aleatorio

Abstract

RESUMEN: La estimación en el modelo de regresión beta con intercepto aleatorio está usualmente basada en la teoría de máxima verosimilitud, asumiendo que el modelo está correctamente especificado. Sin embargo, la validez de este supuesto algunas veces es difícil de verificar. El objetivo de este trabajo es estudiar el impacto de la especificación incorrecta de la distribución de los interceptos aleatorios a la medida y la dispersión en la estimación de los parámetros del modelo a través de un estudio de simulación. Los estudios de las simulaciones mostraron la existencia de un efecto en las estimaciones de los parámetros cuando se usa la distribución mezcla de normales y cuando la cantidad de información por es pequeña.

ABSTRACT: Estimation in beta regression mixed model is often based on maximum likelihood theory, wchich assumes that the underlying probability model is correctly specified. However, the validity of this assumption is sometimes difficult to verify. The objective of this paper is to study the impact of random effects distribution misspecification on the parameter estimation. The simulation results showed the existence of an effect in the parameter estimates when non-symmetric distributions are used and when the amount of information per group is small.

Country
Colombia
Keywords

330, Efectos aleatorios, Regresión Beta, Especificación incorrecta, Distribución de efectos aleatorios, Distancia relativa

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
Green