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Computational Statistics

, Volume 32, Issue 4, pp 1777–1777 | Cite as

Erratum to: Bootstrap prediction intervals in beta regressions

  • Patrícia L. Espinheira
  • Silvia L. P. Ferrari
  • Francisco Cribari-Neto
Erratum
  • 682 Downloads

1 Erratum to: Comput Stat (2014) 29:1263–1277 DOI 10.1007/s00180-014-0490-5

The equation for \(y_{a+,b}\) on p. 1269 (4(b)) has an error. The correct form is
$$\begin{aligned} y_{a_+,b} = {\mathrm{exp}\bigg ({\widehat{{\mu }}^*}_{a_+} + r_{a_+,b} \sqrt{\widehat{v}_{a_+} }\bigg ) \over {1+{\mathrm{exp}\bigg ({\widehat{{\mu }}^*}_{a_+} + r_{a_+,b}}\sqrt{\widehat{v}_{a_+}\bigg )} }}. \end{aligned}$$
The simulations and the application used the correct expression for \(y_{a+,b}\).

The last sentence before Sect. 5.1 (p. 1275) should read: “The maximum likelihood parameter estimates are \(\widehat{\beta }_1=-1.71\), \(\widehat{\beta }_2=-0.79\), \(\widehat{\phi }=79.35.\)

Copyright information

© Springer-Verlag GmbH Germany 2017

Authors and Affiliations

  • Patrícia L. Espinheira
    • 1
  • Silvia L. P. Ferrari
    • 2
  • Francisco Cribari-Neto
    • 1
  1. 1.Departamento de EstatísticaUniversidade Federal de Pernambuco, Cidade UniversitáriaRecifeBrazil
  2. 2.Departamento de EstatísticaUniversidade de São PauloSão PauloBrazil

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