# A new regression model for positive random variables with skewed and long tail

@inproceedings{Bourguignon2021ANR, title={A new regression model for positive random variables with skewed and long tail}, author={Marcelo Bourguignon and Manoel Santos-Neto and M{\'a}rio de Castro}, year={2021} }

In this paper, we propose a regression model where the response variable is beta prime distributed using a new parameterization of this distribution that is indexed by mean and precision parameters. The proposed regression model is useful for situations where the variable of interest is continuous and restricted to the positive real line and is related to other variables through the mean and precision parameters. The variance function of the proposed model has a quadratic form. In addition, the…

## 8 Citations

### Improved estimators in beta prime regression models

- MathematicsCommunications in Statistics - Simulation and Computation
- 2021

In this paper, we consider the beta prime regression model recently proposed by \cite{bour18}, which is tailored to situations where the response is continuous and restricted to the positive real…

### A Weibull-Beta Prime Distribution to Model COVID-19 Data with the Presence of Covariates and Censored Data

- MathematicsStats
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Motivated by the recent popularization of the beta prime distribution, a more flexible generalization is presented to fit symmetrical or asymmetrical and bimodal data, and a non-monotonic failure…

### The Negative Binomial Beta Prime Regression Model with Cure Rate: Application with a Melanoma Dataset

- MathematicsJournal of Statistical Theory and Practice
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This paper introduces a cure rate survival model by assuming that the time to the event of interest follows a beta prime distribution and that the number of competing causes of the event of interest…

### Zero-augmented beta-prime model for multilevel semi-continuous data: a Bayesian inference

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Semi-continuous data characterized by an excessive proportion of zeros and right-skewed continuous positive values appear frequently in medical research. One example would be the pharmaceutical…

### An Asymmetric Bimodal Double Regression Model

- MathematicsSymmetry
- 2021

In this paper, we introduce an extension of the sinh Cauchy distribution including a double regression model for both the quantile and scale parameters. This model can assume different shapes:…

### Positive Time Series Regression Models

- Mathematics
- 2022

In this paper we discuss dynamic ARMA-type regression models for time series taking values in (0,∞). In the proposed model, the conditional mean is modeled by a dynamic structure containing…

### A misspecification test for beta prime regression models

- MathematicsCommunications in Statistics - Simulation and Computation
- 2021

The beta prime regression model proposed by Bourguignon, Santos-Neto, and de Castro is an alternative to the generalized linear models and useful to model positive asymmetric data. In this paper, w...

### A new approach to modeling positive random variables with repeated measures

- MathematicsJournal of applied statistics
- 2022

In many situations, it is common to have more than one observation per experimental unit, thus generating the experiments with repeated measures. In the modeling of such experiments, it is necessary…

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