On the maximum likelihood estimator in the generalized beta regression model

• Autorzy: Rydlewski J. P. , Mielczarek D.
• Języki publikacji: EN

Abstrakty

EN

The subject of this article is to present the beta – regression model, where we assume that one parameter in the model is described as a combination of algebraically independent continuous functions. The proposed beta model is useful when the dependent variable is continuous and restricted to the bounded interval. The parameters are obtained by maximum likelihood estimation. We prove that estimators are consistent and asymptotically normal.

Słowa kluczowe

EN

nonlinear regression; beta distribution; scale parameter; shape parameter; maximum likelihood estimator

• Wydawca: AGH University of Science and Technology Press
• Czasopismo: Opuscula Mathematica
• Rocznik: 2012
• Tom: Vol. 32, no. 4
• Strony: 761--774
• Opis fizyczny: Bibliogr. 9 poz., rys.

Twórcy

autor

Rydlewski J. P.

autor

Mielczarek D.

• AGH University of Science and Technology Faculty of Applied Mathematics al. A. Mickiewicza 30, 30-059 Krakow, Poland,

Bibliografia

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• [9] B.C. Wei, Exponential Family Nonlinear Models, Springer, Singapore, 1998.