Beta regression

Versione 1.5.0.0 (3,04 KB) da Willem-Jan de Goeij
Estimation of a beta regression model (logit link function). The parameters are estimated with ML.
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Aggiornato 8 dic 2009

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Estimation of a beta regression model:

Y_i ~ Beta(mu_i, mu_i * (1-mu_i) / phi),

with:
E(Y_i) = mu_i,
Var(Y_i) = mu_i * (1-mu_i) / phi,
mu_i = exp(X_i * beta)/(1 + exp(X_i * beta)).

The parameters are estimated with Maximum Likelihood.

Cita come

Willem-Jan de Goeij (2024). Beta regression (https://www.mathworks.com/matlabcentral/fileexchange/24994-beta-regression), MATLAB Central File Exchange. Recuperato .

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Creato con R14SP1
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Versione Pubblicato Note della release
1.5.0.0

Replaced fminunc with fminsearch because of convergence problems with fminunc.
1.3.0.0

Extended the description.
1.1.0.0

Renamed mysim.m to betasim.m, made a few tiny corrections.
1.0.0.0