Banca de QUALIFICAÇÃO: ERIKA RAYANNE FERNANDES DA SILVA

Uma banca de QUALIFICAÇÃO de MESTRADO foi cadastrada pelo programa.
DISCENTE : ERIKA RAYANNE FERNANDES DA SILVA
DATA : 09/09/2019
HORA: 14:00
LOCAL: Sala de seminários da estatística
TÍTULO:

Beta regression model: a new approach


PALAVRAS-CHAVES:

Mode; Beta regression; Modal beta regression


PÁGINAS: 46
GRANDE ÁREA: Ciências Exatas e da Terra
ÁREA: Probabilidade e Estatística
RESUMO:

The beta regression model is a class of models used to continuous response variables

restricted to the interval (0,1), such as rates and proportions. Ferrari and Cribari-Neto
(2004) proposed a beta regression model that incorporates covariates in the mean of the
distribution using a generic link function. However, for studies whose response variable
has asymmetry and / or discrepant values, this model may not be the most appropriate. A
more appropriate measure of central tendency in this kind of situation is the mode of distribution
because of its robustness to outliers. In this work we propose a parametrization
for the beta distribution in terms of the mode and a precision parameter. Assuming that
the response variable follows the proposed distribution, we present a regression model for
continuous data in the interval (0,1), in order to be more robust to outliers and to show
a better performance on asymmetric data. Simulation studies are performed to evaluate
the maximum likelihood estimates and the sensitivity of the estimates when some perturbation
patterns are imposed. Our simulation studies suggest that the proposed model
has a good performance on symmetrical and asymmetric data and in most scenarios it
performs better in the presence of outliers than the beta regression model that considers
the mean. In addition, we present an application to a real data set taken from the 2010
Brazil's census.

MEMBROS DA BANCA:
Interna - 734492 - DIONE MARIA VALENCA
Presidente - 2612836 - FRANCISCO MOISES CANDIDO DE MEDEIROS
Interno - 1023112 - MARCELO BOURGUIGNON PEREIRA
Interna - 2312009 - MARIANA CORREIA DE ARAUJO
Notícia cadastrada em: 02/09/2019 14:03
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