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Modified likelihood ratio tests for unit gamma regressions.

ABSTRACT: Regression analyses are commonly performed with doubly limited continuous dependent variables; for instance, when modeling the behavior of rates, proportions and income concentration indices. Several models are available in the literature for use with such variables, one of them being the unit gamma regression model. In all such models, parameter estimation is typically performed using the maximum likelihood method and testing inferences on the model's parameters are usually based on the likelihood ratio test. Such a test can, however, deliver quite imprecise inferences when the sample size is small. In this paper, we propose two modified likelihood ratio test statistics for use with the unit gamma regressions that deliver much more accurate inferences when the number of data points in small. Numerical (i.e. simulation) evidence is presented for both fixed dispersion and varying dispersion models, and also for tests that involve nonnested models. We also present and discuss two empirical applications.

SUBMITTER: Guedes AC

PROVIDER: S-EPMC9041586 | biostudies-literature | 2020

REPOSITORIES: biostudies-literature

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Modified likelihood ratio tests for unit gamma regressions.

Guedes Ana C AC Cribari-Neto Francisco F Espinheira Patrícia L PL

Journal of applied statistics 20191030 9

Regression analyses are commonly performed with doubly limited continuous dependent variables; for instance, when modeling the behavior of rates, proportions and income concentration indices. Several models are available in the literature for use with such variables, one of them being the unit gamma regression model. In all such models, parameter estimation is typically performed using the maximum likelihood method and testing inferences on the model's parameters are usually based on the likelih ...[more]

PMID: 35707584

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Dataset Information

Modified likelihood ratio tests for unit gamma regressions.

Publications

Modified likelihood ratio tests for unit gamma regressions.

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