Centile estimation for a proportion response variable

This paper introduces two general models for computing centiles when the response variable Y can take values between 0 and 1, inclusive of 0 or 1. The models developed are more flexible alternatives to the beta inflated distribution. The first proposed model employs a flexible four parameter logit s...

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Main Authors: Hossain, Abu, Rigby, Robert A., Stasinopoulos, Dimitrios, Enea, Marco
Format: Article
Language:English
Published: John Wiley & Sons 2016
Subjects:
Online Access:https://repository.londonmet.ac.uk/4704/1/Rigby1.pdf
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author Hossain, Abu
Rigby, Robert A.
Stasinopoulos, Dimitrios
Enea, Marco
author_facet Hossain, Abu
Rigby, Robert A.
Stasinopoulos, Dimitrios
Enea, Marco
author_sort Hossain, Abu
collection LMU
description This paper introduces two general models for computing centiles when the response variable Y can take values between 0 and 1, inclusive of 0 or 1. The models developed are more flexible alternatives to the beta inflated distribution. The first proposed model employs a flexible four parameter logit skew Student t (logitSST) distribution to model the response variable Y on the unit interval (0, 1), excluding 0 and 1. This model is then extended to the inflated logitSST distribution for Y on the unit interval, including 1. The second model developed in this paper is a generalised Tobit model for Y on the unit interval, including 1. Applying these two models to (1-Y) rather than Y enables modelling of Y on the unit interval including 0 rather than 1. An application of the new models to real data shows that they can provide superior fits.
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spelling oai:repository.londonmet.ac.uk:47042021-07-22T08:14:40Z http://repository.londonmet.ac.uk/4704/ Centile estimation for a proportion response variable Hossain, Abu Rigby, Robert A. Stasinopoulos, Dimitrios Enea, Marco 510 Mathematics This paper introduces two general models for computing centiles when the response variable Y can take values between 0 and 1, inclusive of 0 or 1. The models developed are more flexible alternatives to the beta inflated distribution. The first proposed model employs a flexible four parameter logit skew Student t (logitSST) distribution to model the response variable Y on the unit interval (0, 1), excluding 0 and 1. This model is then extended to the inflated logitSST distribution for Y on the unit interval, including 1. The second model developed in this paper is a generalised Tobit model for Y on the unit interval, including 1. Applying these two models to (1-Y) rather than Y enables modelling of Y on the unit interval including 0 rather than 1. An application of the new models to real data shows that they can provide superior fits. John Wiley & Sons 2016-03-15 Article PeerReviewed text en https://repository.londonmet.ac.uk/4704/1/Rigby1.pdf Hossain, Abu, Rigby, Robert A., Stasinopoulos, Dimitrios and Enea, Marco (2016) Centile estimation for a proportion response variable. Statistics in medicine, 35 (6). pp. 895-904. ISSN 0277-6715 https://onlinelibrary.wiley.com/journal/10970258 10.1002/sim.6748
spellingShingle 510 Mathematics
Hossain, Abu
Rigby, Robert A.
Stasinopoulos, Dimitrios
Enea, Marco
Centile estimation for a proportion response variable
title Centile estimation for a proportion response variable
title_full Centile estimation for a proportion response variable
title_fullStr Centile estimation for a proportion response variable
title_full_unstemmed Centile estimation for a proportion response variable
title_short Centile estimation for a proportion response variable
title_sort centile estimation for a proportion response variable
topic 510 Mathematics
url https://repository.londonmet.ac.uk/4704/1/Rigby1.pdf
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