A New Quantile Regression for Modeling Bounded Data under a Unit Birnbaum–Saunders Distribution with Applications in Medicine and Politics
| Autor: | Josmar Mazucheli, Bruna Alves, Víctor Leiva, André Felipe Berdusco Menezes |
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| Jazyk: | angličtina |
| Rok vydání: | 2021 |
| Předmět: |
Physics and Astronomy (miscellaneous)
statistical modeling General Mathematics 02 engineering and technology 01 natural sciences R software Monte Carlo simulations 010104 statistics & probability Covariate 0202 electrical engineering electronic engineering information engineering Computer Science (miscellaneous) Econometrics Birnbaum–Saunders distributions 0101 mathematics Mathematics Cumulative distribution function lcsh:Mathematics Regression analysis Statistical model Quantile function Birnbaum–Saunders distribution lcsh:QA1-939 Quantile regression Chemistry (miscellaneous) 020201 artificial intelligence & image processing data science Quantile |
| Zdroj: | Symmetry, Vol 13, Iss 682, p 682 (2021) Symmetry Volume 13 Issue 4 |
| ISSN: | 2073-8994 |
| Popis: | Quantile regression provides a framework for modeling the relationship between a response variable and covariates using the quantile function. This work proposes a regression model for continuous variables bounded to the unit interval based on the unit Birnbaum–Saunders distribution as an alternative to the existing quantile regression models. By parameterizing the unit Birnbaum–Saunders distribution in terms of its quantile function allows us to model the effect of covariates across the entire response distribution, rather than only at the mean. Our proposal, especially useful for modeling quantiles using covariates, in general outperforms the other competing models available in the literature. These findings are supported by Monte Carlo simulations and applications using two real data sets. An R package, including parameter estimation, model checking as well as density, cumulative distribution, quantile and random number generating functions of the unit Birnbaum–Saunders distribution was developed and can be readily used to assess the suitability of our proposal. |
| Databáze: | OpenAIRE |
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