Beta ridge regression estimators: simulation and application

• Published in: Communications in statistics. Simulation and computation Vol. 52; no. 9; pp. 4280 - 4292
• Main Authors: Abonazel, Mohamed R., Taha, Ibrahim M.
• Format: Journal Article
• Language: English
• Published: Philadelphia Taylor & Francis 02.09.2023; Taylor & Francis Ltd
• Subjects: Beta regression model; Empirical analysis; Fisher scoring; Maximum likelihood; Maximum likelihood estimators; Mean absolute error; Mean squared error; Monte Carlo simulation; Multicollinearity; Regression models; Ridge regression

The beta regression model is commonly used when analyzing data that come in the form of rates or percentages. However, a problem that may encounter when analyzing these kinds of data that has not been investigated for this model is the multicollinearity problem. It is well known that the maximum lik...