Value in HealthHunger M, Baumert J, Holle RV (2011) Analysis of SF-6D index data: is beta regression appropriate? Value Health 14(5):759-767. doi:10.1016/j.jval.2010.12.009Hunger, M., Baumert, J. and Holle, R. (2011) Analysis of SF-6D index data: is beta regression appropriate...
Guolo A, Varin C (2014) Beta regression for time series analysis of bounded data, with application to Canada Google \(^{\textregistered }\) flu trends. Ann Appl Stat 8:74–88 MATH MathSciNetGuolo, A., Varin, C. (2014). Beta regression for time series analysis of bounded data, ...
Risk-return models are silent on the time period one needs to use to estimate betas. While selecting a time period for beta estimation, one must be careful of the trade-off involved. By going back further in time, although there’s an advantage of including more observations in the regress...
Beta reflects a company’s business risk over the period used in the regression model, which can be misleading if the company has undergone significant changes in terms of its business model, target customer, etc. Lastly, beta is typically based on the historical average financial leverage (i....
beta regression in r:β回归 基于Beta基函数的逼近性质及在回归模型中的应用研究 半参数回归模型及其应用 基于广义BETA回归的不良贷款回收率模型 LOGISTIC回归模型的参数估计及其应用 二元泊松回归模型及其推广模型的应用 分位数回归模型及其应用研究 多元回归分析模型及其教学水平预测应用 基于广义线性回归模型的统计预测及...
Beta regression models provide an adequate approach for modeling continuous outcomes limited to the interval (0,1). This paper deals with an extension of beta regression models that allow for explanatory variables to be measured with error. The structura
In this article, joint mean and variance beta regression models are proposed. The proposed models are fitted by applying the Bayesian method and assuming normal prior distribution for the regression parameters. An analysis of synthetic and real data is included, assuming the proposed model, together...
Beta is calculated using regression analysis. Numerically, it represents the tendency for a security's returns to respond to swings in the market. To calculate the beta of a security, the covariance between the return of the security and the return of the market must be known as well as ...
These studies suggest that the residual analysis usually performed in normal linear regression models can be extended to a modified deviance residual in the proposed regression model applied to censored data. We define martingale and deviance residuals to evaluate the model assumptions. The extended ...