Re: [R] The math underlying the `betareg' package?

From: Gavin Simpson <gavin.simpson_at_ucl.ac.uk>
Date: Thu 18 Jan 2007 - 16:34:04 GMT

On Thu, 2007-01-18 at 20:00 +0530, Ajay Narottam Shah wrote:
> Folks,
>
> The betareg package appears to be polished and works well. But I would
> like to look at the exact formulas for the underlying model being
> estimated, the likelihood function, etc. E.g. if one has to compute
> \frac{\partial E(y)}{\partial x_i}, this requires careful calculations
> through these formulas. I read "Regression analysis of variates
> observed on (0,1): percentages, proportions and fractions", by
> Kieschnick & MucCullogh, `Statistical Modelling" 2003, 3:193-213. They
> say that the beta regression that they show is a proposal of theirs -
> is this the same as what betareg does, or is this the Standard
> Formulation?

If you want to know, the best place to look is the source code for the package, available as a tar.gz file from all good CRAN Mirrors.

I suggest this as the Windows binary might not contain the original source (i.e unprocessed with comments etc) - I forget now exactly how the binaries on that platform differ.

>
> What else should I be reading about beta regressions? :-)

The reference cited in the References section of ?betareg would also be a good start, esp to understand what the betareg package is doing and how it compares to the other ref you cite.

HTH G

-- 
%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%
 Gavin Simpson                 [t] +44 (0)20 7679 0522
 ECRC, UCL Geography,          [f] +44 (0)20 7679 0565
 Pearson Building,             [e] gavin.simpsonATNOSPAMucl.ac.uk
 Gower Street, London          [w] http://www.ucl.ac.uk/~ucfagls/
 UK. WC1E 6BT.                 [w] http://www.freshwaters.org.uk
%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%

______________________________________________
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Received on Fri Jan 19 03:56:06 2007

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.1.8, at Thu 18 Jan 2007 - 17:30:26 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.