A Liu estimator for the beta regression model and its application to chemical data

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Karlsson, Peter S., 1968- (författare): Linnéuniversitetet,Institutionen för nationalekonomi och statistik (NS),Department of Economics and Statistics, Linneaus University, Växjö, Sweden

Månsson, Kristofer, 1983- (författare): Jönköping University,IHH, Statistik,Department of Economics and Statistics, Linneaus University, Växjö, Sweden

Kibria, B.M. Golam (författare): Florida International University, USA,Department of Mathematics and Statistics, Florida International University, Miami, FL, United States

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2020-09-08
2020
Engelska.
Ingår i: Journal of Chemometrics. - : John Wiley & Sons. - 0886-9383 .- 1099-128X. ; 34:10, s. 1-16

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Abstract Ämnesord

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Abstract Beta regression has become a popular tool for performing regression analysis on chemical, environmental, or biological data in which the dependent variable is restricted to the interval [0, 1]. For the first time, in this paper, we propose a Liu estimator for the beta regression model with fixed dispersion parameter that may be used in several realistic situations when the degree of correlation among the regressors differs. First, we show analytically that the new estimator outperforms the maximum likelihood estimator (MLE) using the mean square error (MSE) criteria. Second, using a 'simulation study, we investigate the properties in finite samples of six different suggested estimators of the shrinkage parameter and compare it with the MLE. The simulation results indicate that in the presence of multicollinearity, the Liu estimator outperforms the MLE uniformly. Finally, using an empirical application on chemical data, we show the benefit of the new approach to applied researchers.

Av författaren/redakt...: Karlsson, Peter ...; Månsson, Kristof ...; Kibria, B.M. Gol ...

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