Robustness against outliers: A new variance inflated regression model for proportions

Agnese Maria Di Brisco, Sonia Migliorati, Andrea Ongaro

Risultato della ricerca: Contributo su rivistaArticolo in rivistapeer review

Abstract

This article addresses the issue of building regression models for bounded responses, which are robust in the presence of outliers. To this end, a new distribution on (0,1) and a regression model based on it are proposed and some properties are derived. The distribution is a mixture of two beta components. One of them, showing a higher variance (variance inflated) is expected to capture outliers. Within a Bayesian approach, an extensive robustness study is performed to compare the new model with three competing ones present in the literature. A broad range of inferential tools are considered, aimed at measuring the influence of various outlier patterns from diverse perspectives. It emerges that the new model displays a better performance in terms of stability of regression coefficients’ posterior distributions and of regression curves under all outlier patterns. Moreover, it exhibits an adequate behaviour under all considered settings, unlike the other models.

Lingua originaleInglese
pagine (da-a)274-309
Numero di pagine36
RivistaStatistical Modelling
Volume20
Numero di pubblicazione3
DOI
Stato di pubblicazionePubblicato - 1 giu 2020
Pubblicato esternamente

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