Developments of Efficient Trigonometric Quantile Regression Models for Bounded Response Data DOI Creative Commons
Suleman Nasiru, Christophe Chesneau

Axioms, Journal Year: 2023, Volume and Issue: 12(4), P. 350 - 350

Published: April 1, 2023

The choice of an appropriate regression model for econometric modeling minimizes information loss and also leads to sound inferences. In this study, we develop four quantile models based on trigonometric extensions the unit generalized half-normal distributions a bounded response variable defined interval. desirable shapes these distributions, such as left-skewed, right-skewed, reversed-J, approximately symmetric, bathtub shapes, make them competitive responses with traits. maximum likelihood method is used estimate parameters models, Monte Carlo simulation results confirm efficiency method. We demonstrate utility our by investigating relationship between OECD countries’ educational attainment levels, labor market insecurity, homicide rates. diagnostics reveal that all provide good fit data because residuals are well behaved. A comparative analysis shows best. However, sine (SUGHN) best overall. It observed insecurity rate have significant negative effects values countries.

Language: Английский

An overview on parametric quantile regression models and their computational implementation with applications to biomedical problems including COVID-19 data DOI Open Access
Josmar Mazucheli, Bruna Alves, André F. B. Menezes

et al.

Computer Methods and Programs in Biomedicine, Journal Year: 2022, Volume and Issue: 221, P. 106816 - 106816

Published: April 26, 2022

Language: Английский

Citations

31

Generalized Unit Half-Logistic Geometric Distribution: Properties and Regression with Applications to Insurance DOI Creative Commons
Suleman Nasiru, Christophe Chesneau, Abdul Ghaniyyu Abubakari

et al.

Analytics, Journal Year: 2023, Volume and Issue: 2(2), P. 438 - 462

Published: May 16, 2023

The use of distributions to model and quantify risk is essential in assessment management. In this study, the generalized unit half-logistic geometric (GUHLG) distribution developed bounded insurance data on interval. corresponding probability density function plots indicate that related can handle exhibit left-skewed, right-skewed, symmetric, reversed-J, bathtub shapes. hazard rate also suggests be applied analyze with bathtubs, N-shapes, increasing failure rates. Subsequently, inferential aspects proposed are investigated. particular, Monte Carlo simulation exercises carried out examine performance estimation method by using an algorithm generate random observations from quantile function. results suggest considered efficient. univariate application multivariate associated regression survey reveal provides a better fit than other existing models. Under application, we estimate parameters both maximum likelihood Bayesian estimations. estimates for two methods very close. Diagnostic trace, ergodic, autocorrelation chains converge stationary distribution.

Language: Английский

Citations

13

Statistical analysis of disability: Utilizing the modified kies power unit inverse Lindley model DOI
Mohamed A. Abd Elgawad, Safar M. Alghamdi,

Rana H. Khashab

et al.

Alexandria Engineering Journal, Journal Year: 2025, Volume and Issue: 126, P. 181 - 195

Published: May 1, 2025

Language: Английский

Citations

0

The unit generalized half-normal quantile regression model: formulation, estimation, diagnostics, and numerical applications DOI Open Access
Josmar Mazucheli, Mustafa Ç. Korkmaz, André F. B. Menezes

et al.

Soft Computing, Journal Year: 2022, Volume and Issue: 27(1), P. 279 - 295

Published: July 27, 2022

Language: Английский

Citations

18

Unit Gamma-Lindley Distribution: Properties, Estimation, Regression Analysis, and Practical Applications DOI Open Access
Kadir Karakaya, Şule Sağlam

GAZI UNIVERSITY JOURNAL OF SCIENCE, Journal Year: 2025, Volume and Issue: unknown, P. 1 - 1

Published: April 26, 2025

This study proposes the unit Gamma-Lindley distribution, a novel bounded statistical model that extends flexibility of existing distributions for modeling data on (0,1) interval. The proposed distribution is characterized, by closed-form expressions derived its cumulative probability density, and hazard rate functions. Some properties, including moments, order statistics, Bonferroni, Lorenz curves, entropy, etc. are examined. To estimate unknown parameters, several estimation methods introduced their performance assessed through Monte Carlo simulation experiment based bias mean square error criteria. A real application focusing firm management cost-effectiveness highlights practical utility model, demonstrating superior fit compared to current distributions, such as beta Kumaraswamy. Furthermore, regression developed with parameter performed using maximum likelihood method. new provides an alternative analyzing response variables. findings contribute literature offering flexible comprehensive framework data, theoretical advancements applicability.

Language: Английский

Citations

0

Modeling Income Data via New Parametric Quantile Regressions: Formulation, Computational Statistics, and Application DOI Creative Commons
Helton Saulo, Roberto Vila, Giovanna V. Borges

et al.

Mathematics, Journal Year: 2023, Volume and Issue: 11(2), P. 448 - 448

Published: Jan. 14, 2023

Income modeling is crucial in determining workers’ earnings and an important research topic labor economics. Traditional regressions based on normal distributions are statistical models widely applied. However, income data have asymmetric behavior best modeled by non-normal distributions. The objective of this work to propose parametric quantile two distributions: Dagum Singh–Maddala. proposed regression reparameterizations the original inserting a parameter. We present reparameterizations, properties distributions, with their inferential aspects. proceed Monte Carlo simulation studies, considering performance evaluation maximum likelihood estimation analysis empirical distribution types residuals. results show that both meet expected outcomes. apply household set provided National Institute Statistics Chile. good model fitting. Thus, we conclude obtained favor Singh–Maddala for positive asymmetrically distributed related incomes. economic implications our investigation discussed final section. Hence, proposal can be valuable addition tool-kit applied statisticians econometricians.

Language: Английский

Citations

8

A Novel Regression Model for Fractiles: Formulation, Computational Aspects, and Applications to Medical Data DOI Creative Commons
Víctor Leiva, Josmar Mazucheli, Bruna Alves

et al.

Fractal and Fractional, Journal Year: 2023, Volume and Issue: 7(2), P. 169 - 169

Published: Feb. 7, 2023

Covariate-related response variables that are measured on the unit interval frequently arise in diverse studies when index and proportion data of interest. A regression mean is commonly used to model this relationship. Instead relying mean, which sensitive atypical less general, we can estimate such a relation using fractile regression. point probability density curve area under between origin equal specified fraction. Fractile or quantile modeling has been considered for some statistical distributions. Our objective present article formulate novel based parametric distribution. developed reparameterizing initial Then, introduce functional form through link function. The main features new distribution, as well density, functions, obtained. We consider brand-new distribution fractiles continuous dependent variable (response) bounded (0, 1). discuss an R package with random number generators functions cumulative quantile, addition estimation checking. original distribution-free regression, lately employed several investigations. use fit apply it two case COVID-19 medical from Brazil United States illustration.

Language: Английский

Citations

8

Another unit Burr XII quantile regression model based on the different reparameterization applied to dropout in Brazilian undergraduate courses DOI Creative Commons
Tatiane Fontana Ribeiro, Fernando A. Peña-Ramírez, Renata Rojas Guerra

et al.

PLoS ONE, Journal Year: 2022, Volume and Issue: 17(11), P. e0276695 - e0276695

Published: Nov. 3, 2022

In many practical situations, there is an interest in modeling bounded random variables the interval (0, 1), such as rates, proportions, and indexes. It important to provide new continuous models deal with uncertainty involved by of this type. This paper proposes a quantile regression model based on alternative parameterization unit Burr XII (UBXII) distribution. For UBXII distribution its associated regression, we obtain score functions observed information matrices. We use maximum likelihood method estimate parameters model, conduct Monte Carlo study evaluate performance estimates samples finite size. Furthermore, present general diagnostic analysis selection techniques for model. empirically show importance flexibility through application actual data set, which dropout proportion Brazilian undergraduate animal sciences courses analyzed. statistical learning comparing proposed beta, Kumaraswamy, unit-Weibull regressions. The results that provides best fit most accurate predictions. Therefore, it valuable competitive well-known regressions double-bounded interval.

Language: Английский

Citations

12

Beta regression misspecification tests DOI
Francisco Cribari‐Neto, José Jairo Santana-e-Silva, Klaus L. P. Vasconcellos

et al.

Journal of Statistical Planning and Inference, Journal Year: 2024, Volume and Issue: 233, P. 106193 - 106193

Published: May 21, 2024

Language: Английский

Citations

2

New Class of Unit-Power-Skew-Normal Distribution and Its Associated Regression Model for Bounded Responses DOI Creative Commons
Guillermo Martínez‐Flórez, Rafael Bráz Azevedo Farias, Roger Tovar-Falón

et al.

Mathematics, Journal Year: 2022, Volume and Issue: 10(17), P. 3035 - 3035

Published: Aug. 23, 2022

Several papers on distributions to model rates and proportions have been recently published; their fitting in numerous instances is better than the alternative beta distribution, which has distribution follow when it necessary quantify average of a response variable based set covariates. Despite great usefulness this fit responses (0,1) unit interval, its relevance loses objectivity interest quantifying influence these covariates quantiles (0,1); being most critical situation presents high asymmetry and/or kurtosis. The main objective work introduce for modeling proportions. introduced obtained from alpha-power extension skew–normal known literature as power–skew–normal distribution.

Language: Английский

Citations

7