R help - Apr 2006 - using betareg: problems with anova and predict

Dear R-helpers:

We have had fun using betareg to fit models with proportions as
dependent variables.

However, in the analysis of these models we found some wrinkles and
don't know where is the best place to start looking for a fix.

The problems we see (so far) are that

1. predict ignores newdata
2. anova does not work

Here is the small working example:

----------------------------
x <- c(1, 3, 1, 4, 5, 3, 5, 2, 5, 2)
y <- c(.3, .4, .4, .5, , .7, .4, .3, .4, .3, .5)
x2 <- c( 4, 2, 1, 5, 1, 2, 4, 2, 1, 3)
library(betareg)
mybreg <- betareg(y~x)
summary(mybreg)

predict(mybreg, newdata=data.frame(x=c(2,2)))

mybreg2 <- betareg(y~x+x2)
summary(mybreg)
anova(mybreg, mybreg2)

-------------------------------
Example output:
> predict(mybreg, newdata=data.frame(x=c(2,2)))
 [1] 0.3903155 0.4207632 0.3903155 0.4362319 0.4518258 0.4207632 0.4518258
 [8] 0.4054484 0.4518258 0.4054484
...
> anova(mybreg, mybreg2)
Error in as.double.default(lapply(objects, df.residual)) :
	(list) object cannot be coerced to 'double'

I have been digging in this a little bit and notice betareg does not
return the log likelihood at the maximum likelihood estimates, but I
am able to hack the file /usr/lib/R/library/betareg/R/betareg and save
the "value" of the optim function and print that out, so at least I
can do a likelihood-ratio test by hand in place of the anova.  But I'm
stumped on why the predict ignores newdata.

I'm using R-2.1.1 on Fedora Core Linux 5 with the betareg package from CRAN.

In case you are interested in betareg, we have found this article to
be extremely readable and helpful: FERRARI, S.L.P., CRIBARI-NETO, F.
(2004). Beta regression for  modeling rates and proportions. Journal
of Applied Statistics, v. 31, n. 7, p. 799-815.


--
Paul E. Johnson
Professor, Political Science
1541 Lilac Lane, Room 504
University of Kansas

On Mon, 17 Apr 2006, Paul Johnson wrote:
> Dear R-helpers:
>
> We have had fun using betareg to fit models with proportions as
> dependent variables.
>
> However, in the analysis of these models we found some wrinkles and
> don't know where is the best place to start looking for a fix.
>
> The problems we see (so far) are that
>
> 1. predict ignores newdata
The reason for this is that predict.betareg() does not take a newdate
argument, you need to use the terms argument instead.
> 2. anova does not work
...because there is no anova() method for betareg objects.

I think it is owrth addressing both issues in betareg, I'll write to you
and Alexandre (the package maintainer) off-list.
Z
> Here is the small working example:
>
> ----------------------------
> x <- c(1, 3, 1, 4, 5, 3, 5, 2, 5, 2)
> y <- c(.3, .4, .4, .5, , .7, .4, .3, .4, .3, .5)
> x2 <- c( 4, 2, 1, 5, 1, 2, 4, 2, 1, 3)
> library(betareg)
> mybreg <- betareg(y~x)
> summary(mybreg)
>
> predict(mybreg, newdata=data.frame(x=c(2,2)))
>
> mybreg2 <- betareg(y~x+x2)
> summary(mybreg)
> anova(mybreg, mybreg2)
>
> -------------------------------
> Example output:
>
> > predict(mybreg, newdata=data.frame(x=c(2,2)))
>  [1] 0.3903155 0.4207632 0.3903155 0.4362319 0.4518258 0.4207632 0.4518258
>  [8] 0.4054484 0.4518258 0.4054484
> ...
> > anova(mybreg, mybreg2)
> Error in as.double.default(lapply(objects, df.residual)) :
> 	(list) object cannot be coerced to 'double'
>
> I have been digging in this a little bit and notice betareg does not
> return the log likelihood at the maximum likelihood estimates, but I
> am able to hack the file /usr/lib/R/library/betareg/R/betareg and save
> the "value" of the optim function and print that out, so at least
I
> can do a likelihood-ratio test by hand in place of the anova.  But I'm
> stumped on why the predict ignores newdata.
>
> I'm using R-2.1.1 on Fedora Core Linux 5 with the betareg package from
CRAN.
>
> In case you are interested in betareg, we have found this article to
> be extremely readable and helpful: FERRARI, S.L.P., CRIBARI-NETO, F.
> (2004). Beta regression for  modeling rates and proportions. Journal
> of Applied Statistics, v. 31, n. 7, p. 799-815.
>
>
> --
> Paul E. Johnson
> Professor, Political Science
> 1541 Lilac Lane, Room 504
> University of Kansas
>
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