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In this paper, we propose a regression model where the response variable is beta prime distributed using a new parameterization of this distribution that is indexed by mean and precision parameters. The proposed regression model is useful…

Methodology · Statistics 2018-04-23 Marcelo Bourguignon , Manoel Santos-Neto , Mário de Castro

Beta regression models are employed to model continuous response variables in the unit interval, like rates, percentages, or proportions. Their applications rise in several areas, such as medicine, environment research, finance, and natural…

Methodology · Statistics 2026-05-15 Yuri S. Maluf , Silvia L. P. Ferrari , Francisco F. Queiroz

Dynamic logit models are popular tools in economics to measure state dependence. This paper introduces a new method to derive moment restrictions in a large class of such models with strictly exogenous regressors and fixed effects. We…

Econometrics · Economics 2023-12-05 Kevin Dano

A new distribution on (0, 1), generalized Log-Lindley distribution, is proposed by extending the Log-Lindley distribution. This new distribution is shown to be a weighted Log-Lindley distribution. Important probabilistic and statistical…

Statistics Theory · Mathematics 2020-02-07 S. Chakraborty , S. H. Ong , C. M. Ng

This paper builds on recent research that focuses on regression modeling of continuous bounded data, such as proportions measured on a continuous scale. Specifically, it deals with beta regression models with mixed effects from a Bayesian…

Probabilistic regression models the entire predictive distribution of a response variable, offering richer insights than classical point estimates and directly allowing for uncertainty quantification. While diffusion-based generative models…

Machine Learning · Computer Science 2025-10-07 Carlo Kneissl , Christopher Bülte , Philipp Scholl , Gitta Kutyniok

In this paper, we deduce a new multivariate regression model designed to fit correlated binary data. The multivariate distribution is derived from a Bernoulli mixed model with a nonnormal random intercept on the marginal approach. The…

Methodology · Statistics 2024-06-10 Lizandra C. Fabio , Vanessa Barros , Cristian Villegas , Jalmar M. F. Carrasco

Regularized regression models are well studied and, under appropriate conditions, offer fast and statistically interpretable results. However, large data in many applications are heterogeneous in the sense of harboring distributional…

Methodology · Statistics 2022-10-25 Konstantinos Perrakis , Thomas Lartigue , Frank Dondelinger , Sach Mukherjee

A novel approach to adding two additional parameters to a family of distributions for better adaptability has been put forth. This approach yields a versatile class of distributions supported on the positive real line. We proceed to analyze…

Methodology · Statistics 2025-08-19 Subhankar Dutta , Roberto Vila , Terezinha K. A. Ribeiro

Traditional methods for linear regression generally assume that the underlying error distribution, equivalently the distribution of the responses, is normal. Yet, sometimes real life response data may exhibit a skewed pattern, and assuming…

Methodology · Statistics 2025-01-07 Amarnath Nandy , Ayanendranath Basu , Abhik Ghosh

This paper presents a new class of regression models for continuous data restricted to the interval $(0,1)$, such as rates and proportions. The proposed class of models assumes a beta distribution for the variable of interest with…

Methodology · Statistics 2017-02-02 Diego Ramos Canterle , Fábio Mariano Bayer

Regression models for limited continuous dependent variables having a non-negligible probability of attaining exactly their limits are presented. The models differ in the number of parameters and in their flexibility. Fractional data being…

Applications · Statistics 2012-05-31 Fabio Sigrist , Werner A. Stahel

This paper derives a new family of estimators, namely the minimum density power divergence estimators, as a robust generalization of the maximum likelihood estimator for the polytomous logistic regression model. Based on these estimators, a…

Methodology · Statistics 2018-06-27 E. Castilla , A. Ghosh , N. Martín , L. Pardo

Examples with bound information on the regression function and density abound in many real applications. We propose a novel approach for estimating such functions by incorporating the prior knowledge on the bounds. Specially, a Gaussian…

Methodology · Statistics 2018-10-30 Jize Zhang , Lizhen Lin

Recently it has been observed that the bivariate generalized linear failure rate distribution can be used quite effectively to analyze lifetime data in two dimensions. This paper introduces a more general class of bivariate distributions.…

Applications · Statistics 2015-08-06 Rasool Roozegar , Ali Akbar Jafari

The generalised linear model (GLM) is a very important tool for analysing real data in biology, sociology, agriculture, engineering and many other application domain where the relationship between the response and explanatory variables may…

Methodology · Statistics 2016-07-04 Abhik Ghosh , Ayanendranath Basu

Multivariate binary distributions can be decomposed into products of univariate conditional distributions. Recently popular approaches have modeled these conditionals through neural networks with sophisticated weight-sharing structures. It…

Machine Learning · Statistics 2017-03-23 Marc Goessling

We propose new parametric frameworks of regression analysis with the conditional mode of a bounded response as the focal point of interest. Covariate effects estimation and prediction based on the maximum likelihood method under two new…

Methodology · Statistics 2020-06-22 Haiming Zhou , Xianzheng Huang

The growing complexity of the power grid, driven by increasing share of distributed energy resources and by massive deployment of intelligent internet-connected devices, requires new modelling tools for planning and operation. Physics-based…

Machine Learning · Statistics 2018-11-26 Francesco Fusco

This study introduces an outlier-robust model for analyzing hierarchically structured bounded count data within a Bayesian framework, utilizing a logistic regression approach implemented in JAGS. Our model incorporates a t-distributed…

Methodology · Statistics 2026-02-17 Divan A. Burger , Sean van der Merwe , Emmanuel Lesaffre
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