由于比例响应数据具有有界性、偏态性和异方差性等特征,基于常规的回归建模方法往往不尽人如意。本文基于分位数方法研究比例响应数据的回归建模及其统计推断问题,重点研究了半连续型比例数据的分位数估计方法,并给出了估计的大样本性质。数值模拟研究和实例分析验证了所提方法的有效性。
Due to the characteristic of proportional response data such as boundness, skewness and heteroscedasticity, the performance of the usual regression modelling method is often unsatisfactory. In this paper, we investigate the regression modelling strategy and its statistical inference of proportional response data based on quantile regression. In special. we study the estimation method for the semi- continues proportional response data and its large sample properties are established. Simulation studies and real data analysis are used to illustrate the performance of our proposed method.