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arXiv · 2010.09176

Log-symmetric quantile regression models

Helton Saulo·Alan Dasilva·Víctor Leiva·Luis Sánchez
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Abstract

Regression models based on the log-symmetric family of distributions are particularly useful when the response is strictly positive and asymmetric. In this paper, we propose a class of quantile regression models based on reparameterized log-symmetric distributions, which have a quantile parameter. Two Monte Carlo simulation studies are carried out using the R software. The first one analyzes the performance of the maximum likelihood estimators, the information criteria AIC, BIC and AICc, and the generalized Cox-Snell and random quantile residuals. The second one evaluates the performance of the size and power of the Wald, likelihood ratio, score and gradient tests. A real box office data set is finally analyzed to illustrate the proposed approach.

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Helton Saulo, Alan Dasilva, Víctor Leiva, Luis Sánchez. 2020-10-19. Log-symmetric quantile regression models. https://arxiv.org/abs/2010.09176

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