December 2023 Unit gamma regression models for correlated bounded data
João Victor B. de Freitas, Juvêncio S. Nobre, Patricia L. Espinheira, Leandro C. Rêgo
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Braz. J. Probab. Stat. 37(4): 693-719 (December 2023). DOI: 10.1214/23-BJPS587

Abstract

Experiments with repeated measures are the ones where more than one observation per subject is available. To model of such experiments, dependency within subjects needs to be taken into consideration. In cases where the variable of interest is bounded in (a,b) with a<b known reals, there are few proposals to model correlated bounded data most part being based on Beta, Simplex and Unit gamma distributions. In particular, for marginal modeling of the mean and precision/dispersion, Simplex and Beta models based on Generalized Estimating Equations (GEE) are used. In this paper, to take account of possible within-subject dependence using the GEE approach, we proposed an Unit Gamma regression model used to modeling bounded data in a unit interval. In this paper, we developed residuals and influence diagnostic tools to the Simplex and Unit Gamma models for correlated bounded data. Furthermore, To assess the finite-sample performance of the proposed estimators, we conducted a Monte Carlo simulation study. The methodology is illustrated with the analysis of a real data set. An R package was developed for all the new methodology described in this paper.

Funding Statement

The third author acknowledges grants from CNPq (#312099/2022-3) Brazil for partial financial support.
The fourth author acknowledge grants from CNPq (#308980/2021-2) Brazil for partial financial support.

Acknowledgments

We are grateful for the careful revision of the manuscript as well as for the enlightening comments provided by the editor and by three anonymous referee.

Citation

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João Victor B. de Freitas. Juvêncio S. Nobre. Patricia L. Espinheira. Leandro C. Rêgo. "Unit gamma regression models for correlated bounded data." Braz. J. Probab. Stat. 37 (4) 693 - 719, December 2023. https://doi.org/10.1214/23-BJPS587

Information

Received: 1 October 2022; Accepted: 1 October 2023; Published: December 2023
First available in Project Euclid: 28 December 2023

MathSciNet: MR4682710
Digital Object Identifier: 10.1214/23-BJPS587

Keywords: Bounded data , correlated data , generalized estimating equations , longitudinal data , repeated measures , Unit Gamma distribution

Rights: Copyright © 2023 Brazilian Statistical Association

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Vol.37 • No. 4 • December 2023
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