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Beta regression

11 Aug 2009 (Updated 08 Dec 2009)

Estimation of a beta regression model (logit link function). The parameters are estimated with ML.

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Description

Estimation of a beta regression model:

Y_i ~ Beta(mu_i, mu_i * (1-mu_i) / phi),

with:
E(Y_i) = mu_i,
Var(Y_i) = mu_i * (1-mu_i) / phi,
mu_i = exp(X_i * beta)/(1 + exp(X_i * beta)).

The parameters are estimated with Maximum Likelihood.

MATLAB release

MATLAB 7.0.1 (R14SP1)

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Everyone's Tags	beta, function, generalized, likelihood, linear, link, logit, maximum, model, regression
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Updates
11 Aug 2009	Renamed mysim.m to betasim.m, made a few tiny corrections.
12 Aug 2009	Extended the description.
08 Dec 2009	Replaced fminunc with fminsearch because of convergence problems with fminunc.