Skewness of maximum likelihood estimators in the varying dispersion beta regression model
Abstract Beta regression models have been widely used to model rates and proportions. We obtain a matrix formula of order where n is the sample size, for the skewness coefficient of the distribution of the maximum likelihood estimators of the linear parameters in varying dispersion beta regression models. The formula can be used to verify whether inference based on the asymptotic distribution of the maximum likelihood estimators should be performed. A simulation study and two applications are presented to illustrate the results.