Parametric mode regression for bounded responses

Parametric modal regression with error in covariates

An inference procedure is proposed to provide consistent estimators of parameters in a modal regression model with a covariate prone to measurement error. A score-based diagnostic tool exploiting parametric bootstrap is developed to assess adequacy of parametric assumptions imposed on the regression model. The proposed estimation method and diagnostic tool are applied to synthetic data generated from simulation experiments and data from real-world applications to demonstrate their implementation and performance. These empirical examples illustrate the importance of adequately accounting for measurement error in the error-prone covariate when inferring the association between a response and covariates based on a modal regression model that is especially suitable for skewed and heavy-tailed response data.

A collection of parametric modal regression models for bounded data

Modal regression is an alternative approach for investigating the relationship between the most likely response and covariates and can hence reveal important structure missed by usual regression methods. This paper provides a collection of parametric mode regression models for bounded response variable by considering some recently introduced probability distributions with bounded support along with the well-established Beta and Kumaraswamy distribution. The main properties of the distributions are highlighted and compared. An empirical comparison between the considered modal regression is demonstrated through the analysis of three data sets from health and social science. For reproducible research, the proposed models are freely available to users as an R package unitModalReg.

A New Quantile Regression for Modeling Bounded Data under a Unit Birnbaum–Saunders Distribution with Applications in Medicine and Politics

Quantile regression provides a framework for modeling the relationship between a response variable and covariates using the quantile function. This work proposes a regression model for continuous variables bounded to the unit interval based on the unit Birnbaum–Saunders distribution as an alternative to the existing quantile regression models. By parameterizing the unit Birnbaum–Saunders distribution in terms of its quantile function allows us to model the effect of covariates across the entire response distribution, rather than only at the mean. Our proposal, especially useful for modeling quantiles using covariates, in general outperforms the other competing models available in the literature. These findings are supported by Monte Carlo simulations and applications using two real data sets. An R package, including parameter estimation, model checking as well as density, cumulative distribution, quantile and random number generating functions of the unit Birnbaum–Saunders distribution was developed and can be readily used to assess the suitability of our proposal.