For specific questions on the betareg package contact the maintainer. If the likelihood based approaches are giving too much difficulty try moving to a Bayesian framework (WinBUGS/R2WinBUGS, JAGS/r2jags, etc.)
On Wed, Mar 17, 2010 at 10:03 AM, Corrado <ct...@york.ac.uk> wrote: > Dear Arne, Gabor, > > I solved the problem with betareg (downloaded the package). I run it on my > data, and unfortunately the constraint is definitively active, if I remove > the active variables, I then remove the most significant variables! > > Of course the error is important, not the distribution of the variable. > > In this case, one of the assumptions is that the error may be distributed ~ > beta. I think that betareg makes this assumption, am I right? > > I am finding it difficult to solve two problems: > > 1) write the maximum likelihood function (what do you suggest?) > 2) deal with the fact that a few factors actually have values of y (the > response) at the extremes: that is 0 and 1. But that mean that the link > function returns Infinite values in that case .... > 3) the error is dependent on E(y). > > PS: Additional silly question: what is the discrete equivalent of beta? > binomial? > > Arne Henningsen wrote: >> >> On 17 March 2010 14:22, Gabor Grothendieck <ggrothendi...@gmail.com> >> wrote: >> >>> >>> Contact the maintainer regarding problems with the package. Not sure >>> if this is acceptable but if you get it to run you could consider just >>> dropping the variables from your model that correspond to active >>> constraints. >>> >>> Also try the maxLik package. You will have to define the likelihood >>> yourself but it does support constraints. >>> >> >> Yes. And specifying the likelihood function is probably (depending on >> your distributional assumptions) not too complicated. >> >> BTW: Even if your y follows a beta distribution, it does not mean that >> your error term also follows a beta distribution. And it the >> distribution of the error term which is crucial for specifying the >> likelihood function. >> >> /Arne >> > > -- > > Corrado Topi > PhD Researcher > Global Climate Change and Biodiversity > Area 18,Department of Biology > University of York, York, YO10 5YW, UK > Phone: + 44 (0) 1904 328645, E-mail: ct...@york.ac.uk > > ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
