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Rodrigo M. R. de Medeiros

Publications and source records attributed to Rodrigo M. R. de Medeiros.

2 recordsLinked to original sources

Comprehensive Regression and Diagnostics for Non-Negative Data Using the BCSreg Package

Continuous positive data characterized by high skewness and heavy tails frequently arise in applied statistics. In other applications, these characteristics are accompanied by a point mass at zero, resulting in a non-negative response with a mixed discrete-continuous distribution. Standard regression models often fail to capture these complex features adequately, requiring more flexible approaches. In this paper, we introduce the BCSreg package for R, which provides a comprehensive and unified computational framework for fitting Box-Cox symmetric and log-symmetric regression models for positive continuous data and their zero-adjusted extensions for mixed non-negative data. These broad classes of models accommodate varying degrees of skewness and tail-heaviness while allowing the parameters to be interpreted directly on the original scale of the data. Through a user-friendly multi-part formula interface, the BCSreg package allows practitioners to simultaneously specify regression structures for the scale parameter (which is proportional to the quantiles of the response), the relative dispersion, and, when appropriate, the probability of zero occurrences. Furthermore, the package provides a complete suite of diagnostic tools specifically tailored to these classes of models, including randomized quantile residuals, simulated envelopes, and influence diagnostics. The package's features and capabilities are illustrated through applications to real data.

stat.CO↗

Flexible modeling of nonnegative continuous data: Box-Cox symmetric regression and its zero-adjusted extension

The Box-Cox symmetric distributions constitute a broad class of probability models for positive continuous data, offering flexibility in modeling skewness and tail behavior. Their parameterization allows a straightforward quantile-based interpretation, which is particularly useful in regression modeling. Despite their potential, only a few specific distributions within this class have been explored in regression contexts, and zero-adjusted extensions have not yet been formally addressed in the literature. This paper formalizes the class of Box-Cox symmetric regression models and introduces a new zero-adjusted extension suitable for modeling data with a non-negligible proportion of observations equal to zero. We discuss maximum likelihood estimation, assess finite-sample performance through simulations, and develop diagnostic tools including residual analysis, local influence measures, and goodness-of-fit statistics. An empirical application on basic education expenditure illustrates the models' ability to capture complex patterns in zero-inflated and highly skewed nonnegative data. To support practical use, we developed the new BCSreg R package, which implements all proposed methods.

stat.ME↗