Beta regression in the presence of outliers – a wieldy Bayesian solution

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dc.contributor.author Van Niekerk, Janet
dc.contributor.author Bekker, Andriette, 1958-
dc.contributor.author Arashi, Mohammad
dc.date.accessioned 2019-02-05T12:41:24Z
dc.date.available 2019-02-05T12:41:24Z
dc.date.issued 2019-12
dc.description.abstract Real phenomena often leads to challenges in data. One of these is outliers or influential values. Especially in a small sample, these values can have a major influence on the modeling process. In the beta regression framework, this issue has been addressed mainly in two ways: the assumption of a different response model and the application of a minimum density power divergence estimation (MDPDE) procedure. In this paper, however, we propose a simple hierarchical Bayesian methodology in the context of a varying dispersion beta response model that is robust to outliers, as shown through an extensive simulation study and analysis of two real data sets. To robustify Bayesian modeling, a heavy-tailed Student's t prior with uniform degrees of freedom is adopted for the regression coefficients. This proposal results in a wieldy implementation procedure which avails practical use of the approach. en_ZA
dc.description.department Statistics en_ZA
dc.description.librarian hj2019 en_ZA
dc.description.sponsorship The National Research Foundation (Re:CPRR3090132066 No 91497 & Re:IFR170227223754 No 109214) and the National Teaching Development (grant no. 11017). en_ZA
dc.description.uri http://journals.sagepub.com/home/smm en_ZA
dc.identifier.citation Van Niekerk, J., Bekker, A. & Arashi, M. 2019, 'Beta regression in the presence of outliers – a wieldy Bayesian solution', Statistical Methods in Medical Research, vol. 28, no. 12, pp. 3729-3740. en_ZA
dc.identifier.issn 0962-2802 (print)
dc.identifier.issn 1477-0334 (online)
dc.identifier.other 10.1177/0962280218814574
dc.identifier.uri http://hdl.handle.net/2263/68411
dc.language.iso en en_ZA
dc.publisher Sage en_ZA
dc.rights © The Author(s) 2018 en_ZA
dc.subject Beta regression en_ZA
dc.subject Heterogeneity en_ZA
dc.subject Outlier en_ZA
dc.subject Robust Bayes en_ZA
dc.subject Student's t en_ZA
dc.title Beta regression in the presence of outliers – a wieldy Bayesian solution en_ZA
dc.type Postprint Article en_ZA


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