Abstract
We address the issue of constructing prediction intervals for responses that assume values in the standard unit interval, \((0,1)\). The response is modeled using the class of beta regression models and we introduce percentile and \(\hbox {BC}_a\) (bias-corrected and accelerated) bootstrap prediction intervals. We present Monte Carlo evidence on the finite sample behavior of such intervals. An empirical application is presented and discussed.
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27 July 2017
An erratum to this article has been published.
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Acknowledgments
We thank two anonymous referees for comments and suggestions and gratefully acknowledge partial financial support from CNPq and FAPESP.
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An erratum to this article is available at https://doi.org/10.1007/s00180-017-0754-y.
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Espinheira, P.L., Ferrari, S.L.P. & Cribari-Neto, F. Bootstrap prediction intervals in beta regressions. Comput Stat 29, 1263–1277 (2014). https://doi.org/10.1007/s00180-014-0490-5
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DOI: https://doi.org/10.1007/s00180-014-0490-5