DirichletReg: Dirichlet Regression for Compositional Data in R

Maier, Marco J. (2014) DirichletReg: Dirichlet Regression for Compositional Data in R. Research Report Series / Department of Statistics and Mathematics, 125. WU Vienna University of Economics and Business, Vienna.

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Abstract

Dirichlet regression models can be used to analyze a set of variables lying in a bounded interval that sum up to a constant (e.g., proportions, rates, compositions, etc.) exhibiting skewness and heteroscedasticity, without having to transform the data. There are two parametrization for the presented model, one using the common Dirichlet distribution's alpha parameters, and a reparametrization of the alpha's to set up a mean-and-dispersion-like model. By applying appropriate link-functions, a GLM-like framework is set up that allows for the analysis of such data in a straightforward and familiar way, because interpretation is similar to multinomial logistic regression. This paper gives a brief theoretical foundation and describes the implementation as well as application (including worked examples) of Dirichlet regression methods implemented in the package DirichletReg (Maier, 2013) in the R language (R Core Team, 2013). (author's abstract)

Item Type: Paper
Keywords: Dirichlet regression, Dirichlet distribution, multivariate generalized linear model, rates, proportions, rates, compositional data, simplex, R, lineares Regressionsmodell, verallgemeinertes lineares Modell, Wahrscheinlichkeitsverteilung, R <Programm>
Classification Codes: RVK SK 840, QH 234
Divisions: Departments > Finance, Accounting and Statistics > Statistics and Mathematics
Depositing User: Josef Leydold
Date Deposited: 28 Jan 2014 14:40
Last Modified: 22 Oct 2019 00:41
URI: https://epub.wu.ac.at/id/eprint/4077

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