In this paper, we develop two fully parametric quantile regression models, based on power Johnson SB distribution Cancho et al. (2020), for modeling unit interval response at different quantiles. In particular, the conditional distribution is modelled by the power Johnson SB distribution. The maximum likelihood method is employed to estimate the model parameters. Simulation studies are conducted to evaluate the performance of the maximum likelihood estimators in finite samples. Furthermore, we discuss residuals and influence diagnostic tools. The effectiveness of our proposals is illustrated with two data set given by the mortality rate of COVID-19 in different countries.
翻译:在本文中,我们根据强力强生SB分布号Cancho等人(2020年)开发了两种完全对称的四分位回归模型,用于对不同四分位数的单位间隙反应进行建模,特别是以强力强生SB分布号为模型进行有条件分布,采用最大可能性方法估计模型参数,进行模拟研究,评估有限样本中最大可能性估量器的性能,此外,我们讨论残留物和影响诊断工具,用不同国家COVID-19死亡率提供的两套数据集来说明我们建议的有效性。