Improved shrinkage estimators in the beta regression model with application in econometric and educational data

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dc.contributor.authorBelaghi, Reza Arabi
dc.contributor.authorAsar, Yasin
dc.contributor.authorLarsson, Rolf
dc.date.accessioned2024-02-23T13:43:45Z
dc.date.available2024-02-23T13:43:45Z
dc.date.issued2023
dc.departmentNEÜen_US
dc.description.abstractAlthough beta regression is a very useful tool to model the continuous bounded outcome variable with some explanatory variables, however, in the presence of multicollinearity, the performance of the maximum likelihood estimates for the estimation of the parameters is poor. In this paper, we propose improved shrinkage estimators via Liu estimator to obtain more efficient estimates. Therefore, we defined linear shrinkage, pretest, shrinkage pretest, Stein and positive part Stein estimators to estimate of the parameters in the beta regression model, when some of them have not a significant effect to predict the outcome variable so that a sub-model may be sufficient. We derived the asymptotic distributional biases, variances, and then we conducted extensive Monte Carlo simulation study to obtain the performance of the proposed estimation strategy. Our results showed a great benefit of the new methodologies for practitioners specifically in the applied sciences. We concluded the paper with two real data analysis from economics and education.en_US
dc.description.sponsorshipUppsala Universityen_US
dc.description.sponsorshipOpen access funding provided by Uppsala University.en_US
dc.identifier.doi10.1007/s00362-022-01355-3
dc.identifier.endpage1912en_US
dc.identifier.issn0932-5026
dc.identifier.issn1613-9798
dc.identifier.issue6en_US
dc.identifier.scopus2-s2.0-85139698151en_US
dc.identifier.scopusqualityQ2en_US
dc.identifier.startpage1891en_US
dc.identifier.urihttps://doi.org/10.1007/s00362-022-01355-3
dc.identifier.urihttps://hdl.handle.net/20.500.12452/10910
dc.identifier.volume64en_US
dc.identifier.wosWOS:000865890700001en_US
dc.identifier.wosqualityQ3en_US
dc.indekslendigikaynakWeb of Scienceen_US
dc.indekslendigikaynakScopusen_US
dc.language.isoenen_US
dc.publisherSpringeren_US
dc.relation.ispartofStatistical Papersen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectAsymptotic Distributional Biasen_US
dc.subjectAsymptotic Distributional Variancesen_US
dc.subjectBeta Regression Modelen_US
dc.subjectMonte Carlo Simulationen_US
dc.subjectMulticollinearityen_US
dc.subjectShrinkage Liu Estimatorsen_US
dc.titleImproved shrinkage estimators in the beta regression model with application in econometric and educational dataen_US
dc.typeArticleen_US

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