在β回归模型中解决多对线性和异常值的强有力的估计方法
Olalekan T Olaluwoye1, Adewale F Lukman2, Masad A Alrasheedi3
1African Institute for Mathematical Sciences (AIMS), Mbour, Senegal.
Scientific reports
|April 4, 2025
概括
本研究引入了强大的β回归估计器,以对抗多对线性和异常值. 拟议的Logit替代最大概率估计器 (BR-LSMLE) 显示[0, 1]间隔数据的可靠性得到改善.
科学领域:
- 统计建模 统计建模
- 计量经济学 计量经济学
- 数据分析数据分析
背景情况:
- 贝塔回归对于科学中的[0, 1]间隔数据至关重要.
- 多对线性和异常值挑战了传统的最大概率估计 (MLE).
研究的目的:
- 开发可靠的β回归估计器,减轻多对线性和异常效应.
- 在实证研究中提高β回归模型的可靠性.
主要方法:
- 结合值估计与强大的β估计器.
- 通过模拟和现实数据 (汽油产量,企业成本,教育) 评估业绩.
主要成果:
- 拟议的强大估计器显示出比标准MLE更强大的对异常值和多线性性的弹性.
- 洛吉特代理最大概率估计器 (BR-LSMLE) 显示出卓越的性能.
结论:
- 强大的估计技术对于准确的β回归至关重要.
- 对于具有多对线性和异常值的数据集,BR-LSMLE是一个合适的替代方案.
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