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May 2020 Bayesian modeling and prior sensitivity analysis for zero–one augmented beta regression models with an application to psychometric data
Danilo Covaes Nogarotto, Caio Lucidius Naberezny Azevedo, Jorge Luis Bazán
Braz. J. Probab. Stat. 34(2): 304-322 (May 2020). DOI: 10.1214/18-BJPS423

Abstract

The interest on the analysis of the zero–one augmented beta regression (ZOABR) model has been increasing over the last few years. In this work, we developed a Bayesian inference for the ZOABR model, providing some contributions, namely: we explored the use of Jeffreys-rule and independence Jeffreys prior for some of the parameters, performing a sensitivity study of prior choice, comparing the Bayesian estimates with the maximum likelihood ones and measuring the accuracy of the estimates under several scenarios of interest. The results indicate, in a general way, that: the Bayesian approach, under the Jeffreys-rule prior, was as accurate as the ML one. Also, different from other approaches, we use the predictive distribution of the response to implement Bayesian residuals. To further illustrate the advantages of our approach, we conduct an analysis of a real psychometric data set including a Bayesian residual analysis, where it is shown that misleading inference can be obtained when the data is transformed. That is, when the zeros and ones are transformed to suitable values and the usual beta regression model is considered, instead of the ZOABR model. Finally, future developments are discussed.

Citation

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Danilo Covaes Nogarotto. Caio Lucidius Naberezny Azevedo. Jorge Luis Bazán. "Bayesian modeling and prior sensitivity analysis for zero–one augmented beta regression models with an application to psychometric data." Braz. J. Probab. Stat. 34 (2) 304 - 322, May 2020. https://doi.org/10.1214/18-BJPS423

Information

Received: 1 July 2017; Accepted: 1 November 2018; Published: May 2020
First available in Project Euclid: 4 May 2020

zbMATH: 07232931
MathSciNet: MR4093261
Digital Object Identifier: 10.1214/18-BJPS423

Rights: Copyright © 2020 Brazilian Statistical Association

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Vol.34 • No. 2 • May 2020
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