Indian Statistical Institute, Kolkata, India.
Stat Methods Med Res. 2019 Mar;28(3):871-888. doi: 10.1177/0962280217738142. Epub 2017 Nov 27.
Data on rates, percentages, or proportions arise frequently in many different applied disciplines like medical biology, health care, psychology, and several others. In this paper, we develop a robust inference procedure for the beta regression model, which is used to describe such response variables taking values in (0, 1) through some related explanatory variables. In relation to the beta regression model, the issue of robustness has been largely ignored in the literature so far. The existing maximum likelihood-based inference has serious lack of robustness against outliers in data and generate drastically different (erroneous) inference in the presence of data contamination. Here, we develop the robust minimum density power divergence estimator and a class of robust Wald-type tests for the beta regression model along with several applications. We derive their asymptotic properties and describe their robustness theoretically through the influence function analyses. Finite sample performances of the proposed estimators and tests are examined through suitable simulation studies and real data applications in the context of health care and psychology. Although we primarily focus on the beta regression models with a fixed dispersion parameter, some indications are also provided for extension to the variable dispersion beta regression models with an application.
数据的速率,百分比或比例在许多不同的应用学科中经常出现,如医学生物学、医疗保健、心理学和其他一些学科。在本文中,我们开发了一种用于描述通过一些相关解释变量取值在(0,1)的响应变量的贝塔回归模型的稳健推断程序。就贝塔回归模型而言,稳健性问题在文献中迄今为止基本上被忽略了。现有的基于最大似然的推断对数据中的异常值缺乏稳健性,并且在存在数据污染的情况下会产生截然不同的(错误的)推断。在这里,我们沿着几个应用领域,为贝塔回归模型开发了稳健的最小密度幂偏差估计量和一类稳健的 Wald 型检验。我们通过影响函数分析从理论上推导了它们的渐近性质,并描述了它们的稳健性。通过适当的模拟研究和医疗保健和心理学背景下的实际数据应用,检验了所提出的估计量和检验的有限样本性能。虽然我们主要关注固定离散参数的贝塔回归模型,但也为应用于具有可变离散贝塔回归模型的扩展提供了一些指示。