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  1. J

    Bias in Zero-One Inflated Beta Regression?

    Yes - there are covariates being used to model each of the four parameters in the density. No - we have many observations where sum of the predicted probabilities (pi0_hat + pi1_hat)>1; which seems like a fundamental 'failure' of the model.
  2. J

    Bias in Zero-One Inflated Beta Regression?

    The model is set up as a mixture density with, where each of the four parameters (pi0,pi1,mu,theta) has distinct parameter estimate and covariate design matrices (see... https://support.sas.com/resources/papers/proceedings12/325-2012.pdf for full details). The parameter estimates are obtained...
  3. J

    Bias in Zero-One Inflated Beta Regression?

    We have recently been trying to use the zero-one inflated beta regression macros that were published as part of SAS Global Forum 2012 (see... https://support.sas.com/resources/papers/proceedings12/325-2012.pdf they have been very helpful in more accurately modelling the Loss Given Default (LGD)...