Ancestors

Written by Achim Zeileis on 2024-09-16 at 08:02

📢 PSA: Tired of #betareg in :rstats: complaining when you have 0 and/or 1 in your response variable?

🎉 Good news: betareg can now capture this at the expense of a single extra parameter! #rstats

📄 New arXiv working paper with @ikosmidis

https://www.zeileis.org/news/xbx/

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Written by Achim Zeileis on 2024-09-16 at 08:04

💡 Idea for extended-support beta mixture (XBX) distribution:

• Extend support via 4-parameter beta from (0, 1) to (-ν, 1 + ν)

• Special cases: Beta for ν = 0 and Normal for ν → ∞

• Shrink towards beta by exponential continuous mixture for ν

• Censor outside [0, 1] to obtain point masses at 0 and 1

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Toot

Written by Facundo Muñoz on 2024-09-18 at 13:33

@zeileis I didn't quite get the advantage of using the XBX continuous mixture model over the simpler XB truncated model, as both require estimating an extra parameter (with different roles).

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Descendants

Written by Achim Zeileis on 2024-09-18 at 14:29

@famuvie We briefly discuss this in the paper. With XB you get all sorts of identifiability problems which are mitigated by shrinking it towards the beta distribution.

But if you want to play around with this, you can via betareg(..., dist = "xbeta"). But you might often encounter problems with starting values, convergence, etc.

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