Prediction in the nonlinear simplex model

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Authors: Patrícia L. Espinheira, Luana C. Silva, Fábio P. Lima
Cited by: 1
References: 20

Abstract

Abstract We propose a model performance criterion focused on prediction and robustness, denoted as $$P^2$$ P 2 , applicable to simplex, linear and nonlinear regression models. We also introduce a version of Cook’s distance as a straightforward method to evaluate influential observations within the simplex regression class. Through Monte Carlo simulations, we investigate the performance of $$P^2$$ P 2 relative to conventional $$R^2$$ R 2 -like criteria under various scenarios. The results highlight the ability of $$P^2$$ P 2 to correctly identify link functions for the mean submodel and the bias of predicted values. Finally, we provide three applications, two involving real data and one simulated example. Our findings demonstrate that the proposed criterion effectively identifies the robustness of the estimation process against influential points, a feature that standard criteria fail to provide.

Fields of Study & Subjects

Advanced Statistical Methods and Models Statistical Methods and Inference Statistical Methods and Bayesian Inference

Publication details

Journal / source
International Journal of Data Science and Analytics
Publisher
Springer Science and Business Media LLC
Volume
22
Issue
1
Publication date
6 May 2026
Language
EN