Asymptotic skewness for the beta regression model

The beta regression model can be used to model rates or proportions. We obtain a simple matrix formula of order n−1/2, where n is the sample size, for the skewness coefficient of the distribution of the maximum likelihood estimators of the parameters in beta regression models.

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Bibliographic Details
Published in:Statistics & probability letters 2013-10, Vol.83 (10), p.2236-2241
Main Authors: Magalhães, Tiago M., Botter, Denise A., Sandoval, Mônica C.
Format: Article
Language:English
Subjects:
Asymptotic skewness
Beta regression model
Maximum likelihood estimation
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Summary:The beta regression model can be used to model rates or proportions. We obtain a simple matrix formula of order n−1/2, where n is the sample size, for the skewness coefficient of the distribution of the maximum likelihood estimators of the parameters in beta regression models.
ISSN:0167-7152
1879-2103
DOI:10.1016/j.spl.2013.06.011