Introduction to betaregscale

Overview

The betaregscale package provides maximum-likelihood estimation of beta regression models for responses derived from bounded rating scales. Common examples include pain intensity scales (NRS-11, NRS-21, NRS-101), Likert-type scales, product quality ratings, and any instrument whose response can be mapped to the open interval \((0,1)\).

The key idea is that a discrete score recorded on a bounded scale carries measurement uncertainty inherent to the instrument. For instance, a pain score of \(y=6\) on a 0–10 NRS is not an exact value but rather represents a range: after rescaling to \((0,1)\), the observation is treated as interval-censored in \([0.55,0.65]\). The package uses the beta distribution to model such data, building a complete likelihood that supports mixed censoring types within the same dataset.

Installation

# Development version from GitHub:
# install.packages("remotes")
remotes::install_github("evandeilton/betaregscale")
library(betaregscale)

Censoring types

The complete likelihood supports four censoring types, automatically classified by brs_check():

\(\delta\) Type Likelihood contribution
0 Exact (uncensored) \(f(y_i;a_i,b_i)\)
1 Left-censored (\(y=0\)) \(F(u_i;a_i,b_i)\)
2 Right-censored (\(y=K\)) \(1-F(l_i;a_i,b_i)\)
3 Interval-censored \(F(u_i;a_i,b_i)-F(l_i;a_i,b_i)\)

where \(f(\cdot)\) and \(F(\cdot)\) are the beta density and CDF, \([l_i,u_i]\) are the interval endpoints, and \((a_i,b_i)\) are the beta shape parameters derived from \(\mu_i\) and \(\phi_i\) via the chosen reparameterization.

Interval construction

Scale observations are mapped to \((0,1)\) with midpoint uncertainty intervals:

\[y_t=y/K,\quad\text{interval }[y_t-h/K,y_t+h/K]\]

where \(K\) is the number of scale categories (ncuts) and \(h\) is the half-width (lim, default 0.5).

# Illustrate brs_check with a 0-10 NRS scale
y_example <- c(0, 3, 5, 7, 10)
cr <- brs_check(y_example, ncuts = 10)
kbl10(cr)
left right yt y delta
0.00 0.05 0.0 0 1
0.25 0.35 0.3 3 3
0.45 0.55 0.5 5 3
0.65 0.75 0.7 7 3
0.95 1.00 1.0 10 2

The delta column shows that \(y=0\) is left-censored (\(\delta=1\)), \(y=10\) is right-censored (\(\delta=2\)), and all interior values are interval-censored (\(\delta=3\)).

Data preparation with brs_prep()

In practice, analysts may want to supply their own censoring indicators or interval endpoints rather than relying on the automatic classification of brs_check(). The brs_prep() function provides a flexible, validated bridge between raw analyst data and brs().

It supports four input modes:

Mode 1: Score only (automatic)

# Equivalent to brs_check - delta inferred from y
d1 <- data.frame(y = c(0, 3, 5, 7, 10), x1 = rnorm(5))
kbl10(brs_prep(d1, ncuts = 10))
left right yt y delta x1
0.00 0.05 0.0 0 1 0.5769
0.25 0.35 0.3 3 3 1.1427
0.45 0.55 0.5 5 3 -0.7074
0.65 0.75 0.7 7 3 -0.6186
0.95 1.00 1.0 10 2 -0.0083

Mode 2: Score + explicit censoring indicator

# Analyst specifies delta directly
d2 <- data.frame(
  y     = c(50, 0, 99, 50),
  delta = c(0, 1, 2, 3),
  x1    = rnorm(4)
)
kbl10(brs_prep(d2, ncuts = 100))
left right yt y delta x1
0.500 0.500 0.50 50 0 0.3389
0.000 0.005 0.00 0 1 1.4054
0.985 1.000 0.99 99 2 -0.8653
0.495 0.505 0.50 50 3 -0.8740

Mode 3: Interval endpoints with NA patterns

When the analyst provides left and/or right columns, censoring is inferred from the NA pattern:

d3 <- data.frame(
  left  = c(NA, 20, 30, NA),
  right = c(5, NA, 45, NA),
  y     = c(NA, NA, NA, 50),
  x1    = rnorm(4)
)
kbl10(brs_prep(d3, ncuts = 100))
left right yt y delta x1
0.0 0.05 0.025 NA 1 0.7743
0.2 1.00 0.600 NA 2 -0.4019
0.3 0.45 0.375 NA 3 -0.2151
0.5 0.50 0.500 50 0 0.6053

Mode 4: Analyst-supplied intervals

When the analyst provides y, left, and right simultaneously, their endpoints are used directly (rescaled by \(K\)):

d4 <- data.frame(
  y     = c(50, 75),
  left  = c(48, 73),
  right = c(52, 77),
  x1    = rnorm(2)
)
kbl10(brs_prep(d4, ncuts = 100))
left right yt y delta x1
0.48 0.52 0.50 50 3 -0.6146
0.73 0.77 0.75 75 3 -0.7244

Using brs_prep with brs()

Data processed by brs_prep() is automatically detected by brs() - the internal brs_check() step is skipped:

set.seed(42)
n <- 200
dat <- data.frame(x1 = rnorm(n), x2 = rnorm(n))
sim <- brs_sim(
  formula = ~ x1 + x2, data = dat,
  beta = c(0.2, -0.5, 0.3), phi = 0.3,
  link = "logit", link_phi = "logit",
  repar = 2
)
# Remove left, right, yt so brs_prep can rebuild them
prep <- brs_prep(sim[-c(1:3)], ncuts = 100)
fit_prep <- brs(y ~ x1 + x2,
  data = prep, repar = 2,
  link = "logit", link_phi = "logit"
)
summary(fit_prep, digits = 4)
#> 
#> Call:
#> brs(formula = y ~ x1 + x2, data = prep, link = "logit", link_phi = "logit", 
#>     repar = 2)
#> 
#> Quantile residuals:
#>     Min      1Q  Median      3Q     Max 
#> -3.3566 -0.7310 -0.0537  0.6635  2.9618 
#> 
#> Coefficients (mean model with logit link):
#>             Estimate Std. Error z value Pr(>|z|)    
#> (Intercept)   0.1946     0.0996   1.954   0.0507 .  
#> x1           -0.5456     0.1079  -5.057 4.26e-07 ***
#> x2            0.2204     0.1067   2.066   0.0389 *  
#> ---
#> Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
#> 
#> Phi coefficients (precision model with logit link):
#>       Estimate Std. Error z value Pr(>|z|)    
#> (phi)   0.3326     0.0910   3.655 0.000257 ***
#> ---
#> Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
#> ---
#> Log-likelihood: -804.9904 on 4 Df | AIC: 1617.9809 | BIC: 1631.1741 
#> Pseudo R-squared: 0.1372  (midpoint approx.; interpret with caution for heavily censored data) 
#> Number of iterations: 28 (BFGS) 
#> Censoring: 152 interval | 19 left | 29 right

Example 1: Fixed dispersion model

Simulating data

We simulate observations from a beta regression model with fixed dispersion, two covariates, and a logit link for the mean.

set.seed(4255)
n <- 250
dat <- data.frame(x1 = rnorm(n), x2 = rnorm(n))

sim_fixed <- brs_sim(
  formula  = ~ x1 + x2,
  data     = dat,
  beta     = c(0.3, -0.6, 0.4),
  phi      = 1 / 10,
  link     = "logit",
  link_phi = "logit",
  ncuts    = 100,
  repar    = 2
)

kbl10(head(sim_fixed, 8))
left right yt y delta x1 x2
0.805 0.815 0.81 81 3 1.9510 -1.3482
0.585 0.595 0.59 59 3 0.7725 1.2966
0.245 0.255 0.25 25 3 0.7264 1.1585
0.965 0.975 0.97 97 3 0.0487 0.6334
0.285 0.295 0.29 29 3 -0.5445 0.1161
0.795 0.805 0.80 80 3 0.3600 -0.2545
0.355 0.365 0.36 36 3 0.7136 0.7694
0.745 0.755 0.75 75 3 -0.7274 1.0397

Each observation is centered in its interval. For example, a score of 67 on a 0–100 scale yields \(y_t=0.67\) with the interval \([0.665,0.675]\).

Fitting the model

fit_fixed <- brs(
  y ~ x1 + x2,
  data     = sim_fixed,
  link     = "logit",
  link_phi = "logit",
  repar    = 2
)
summary(fit_fixed)
#> 
#> Call:
#> brs(formula = y ~ x1 + x2, data = sim_fixed, link = "logit", 
#>     link_phi = "logit", repar = 2)
#> 
#> Quantile residuals:
#>     Min      1Q  Median      3Q     Max 
#> -2.8953 -0.6209  0.0858  0.6729  3.4008 
#> 
#> Coefficients (mean model with logit link):
#>             Estimate Std. Error z value Pr(>|z|)    
#> (Intercept)  0.35460    0.08730   4.062 4.87e-05 ***
#> x1          -0.65902    0.09482  -6.950 3.64e-12 ***
#> x2           0.32880    0.09221   3.566 0.000363 ***
#> ---
#> Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
#> 
#> Phi coefficients (precision model with logit link):
#>       Estimate Std. Error z value Pr(>|z|)  
#> (phi)  0.15143    0.08202   1.846   0.0649 .
#> ---
#> Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
#> ---
#> Log-likelihood: -989.6966 on 4 Df | AIC: 1987.3932 | BIC: 2001.4790 
#> Pseudo R-squared: 0.2264  (midpoint approx.; interpret with caution for heavily censored data) 
#> Number of iterations: 29 (BFGS) 
#> Censoring: 198 interval | 14 left | 38 right

The summary output follows the betareg package style, showing separate coefficient tables for the mean and precision submodels, with Wald z-tests and \(p\)-values based on the standard normal distribution.

Goodness of fit

kbl10(brs_gof(fit_fixed))
logLik AIC BIC pseudo_r2
-989.6966 1987.393 2001.479 0.2264

Residual diagnostics

The plot() method provides six diagnostic panels. By default, the first four are shown:

plot(fit_fixed, caption = NULL, gg = TRUE, title = NULL, theme = ggplot2::theme_bw())

For ggplot2 output (requires the ggplot2 package):

plot(fit_fixed, gg = TRUE)

Predictions

# Fitted means
kbl10(
  data.frame(mu_hat = head(predict(fit_fixed, type = "response"))),
  digits = 4
)
mu_hat
0.2019
0.5675
0.5638
0.6297
0.6795
0.5084

# Conditional variance
kbl10(
  data.frame(var_hat = head(predict(fit_fixed, type = "variance"))),
  digits = 4
)
var_hat
0.0867
0.1320
0.1323
0.1254
0.1171
0.1344

# Quantile predictions
kbl10(predict(fit_fixed, type = "quantile", at = c(0.10, 0.25, 0.5, 0.75, 0.90)))
q_0.1 q_0.25 q_0.5 q_0.75 q_0.9
0.0000 0.0006 0.0329 0.3130 0.7400
0.0335 0.2024 0.6326 0.9348 0.9943
0.0322 0.1974 0.6255 0.9323 0.9940
0.0624 0.2999 0.7476 0.9688 0.9982
0.0979 0.3959 0.8302 0.9855 0.9995
0.0168 0.1306 0.5167 0.8863 0.9865
0.0231 0.1596 0.5678 0.9096 0.9905
0.1981 0.5958 0.9385 0.9980 1.0000
0.1001 0.4013 0.8341 0.9862 0.9995
0.0088 0.0860 0.4218 0.8340 0.9755

Confidence intervals

Wald confidence intervals based on the asymptotic normal approximation:

kbl10(confint(fit_fixed))
2.5 % 97.5 %
(Intercept) 0.1835 0.5257
x1 -0.8449 -0.4732
x2 0.1481 0.5095
(phi) -0.0093 0.3122
kbl10(confint(fit_fixed, model = "mean"))
2.5 % 97.5 %
(Intercept) 0.1835 0.5257
x1 -0.8449 -0.4732
x2 0.1481 0.5095

Censoring structure

The brs_cens() function provides a visual and tabular overview of the censoring types in the fitted model:

brs_cens(fit_fixed, gg = TRUE, inform = TRUE)

Example 2: Variable dispersion model

In many applications, the dispersion parameter \(\phi\) may depend on covariates. The package supports variable-dispersion models using the Formula package notation: y ~ x1 + x2 | z1 + z2, where the terms after | define the linear predictor for \(\phi\). The same brs_sim() function is used for fixed and variable dispersion; the second formula part activates the precision submodel in simulation.

Simulating data

set.seed(2222)
n <- 250
dat_z <- data.frame(
  x1 = rnorm(n),
  x2 = rnorm(n),
  x3 = rbinom(n, size = 1, prob = 0.5),
  z1 = rnorm(n),
  z2 = rnorm(n)
)

sim_var <- brs_sim(
  formula = ~ x1 + x2 + x3 | z1 + z2,
  data = dat_z,
  beta = c(0.2, -0.6, 0.2, 0.2),
  zeta = c(0.2, -0.8, 0.6),
  link = "logit",
  link_phi = "logit",
  ncuts = 100,
  repar = 2
)

kbl10(head(sim_var, 10))
left right yt y delta x1 x2 x3 z1 z2
0.000 0.005 0.00 0 1 -0.3381 0.7980 1 -0.1859 1.7165
0.000 0.005 0.00 0 1 0.9392 -2.2067 0 -1.1473 0.8539
0.985 0.995 0.99 99 3 1.7377 0.0134 0 0.3364 0.9417
0.535 0.545 0.54 54 3 0.6963 0.2765 1 2.1178 0.1317
0.515 0.525 0.52 52 3 0.4623 -0.8707 1 0.5450 -0.3795
0.005 0.015 0.01 1 3 -0.3151 -1.0969 1 -0.4672 -0.8259
0.005 0.015 0.01 1 3 0.1927 1.8391 0 -1.2001 -0.1784
0.035 0.045 0.04 4 3 1.1307 -1.3548 0 -0.6740 -0.9092
0.315 0.325 0.32 32 3 1.9764 0.6912 1 0.9831 0.0286
0.825 0.835 0.83 83 3 1.2071 0.2571 0 0.6295 -0.2415

Fitting the model

fit_var <- brs(
  y ~ x1 + x2 | z1,
  data     = sim_var,
  link     = "logit",
  link_phi = "logit",
  repar    = 2
)
summary(fit_var)
#> 
#> Call:
#> brs(formula = y ~ x1 + x2 | z1, data = sim_var, link = "logit", 
#>     link_phi = "logit", repar = 2)
#> 
#> Quantile residuals:
#>     Min      1Q  Median      3Q     Max 
#> -3.2736 -0.5585  0.0259  0.6191  2.5197 
#> 
#> Coefficients (mean model with logit link):
#>             Estimate Std. Error z value Pr(>|z|)    
#> (Intercept)  0.31884    0.08541   3.733 0.000189 ***
#> x1          -0.48246    0.08961  -5.384 7.28e-08 ***
#> x2           0.23905    0.08270   2.890 0.003847 ** 
#> ---
#> Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
#> 
#> Phi coefficients (precision model with logit link):
#>             Estimate Std. Error z value Pr(>|z|)    
#> (Intercept)  0.33336    0.08621   3.867  0.00011 ***
#> z1          -0.81256    0.09204  -8.829  < 2e-16 ***
#> ---
#> Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
#> ---
#> Log-likelihood: -936.0499 on 5 Df | AIC: 1882.0998 | BIC: 1899.7071 
#> Pseudo R-squared: 0.1164  (midpoint approx.; interpret with caution for heavily censored data) 
#> Number of iterations: 34 (BFGS) 
#> Censoring: 181 interval | 23 left | 46 right

Notice the (phi)_ prefix in the precision coefficient names, following the betareg convention.

Accessing coefficients by submodel

# Full parameter vector
round(coef(fit_var), 4)
#>       (Intercept)                x1                x2 (phi)_(Intercept) 
#>            0.3188           -0.4825            0.2390            0.3334 
#>          (phi)_z1 
#>           -0.8126

# Mean submodel only
round(coef(fit_var, model = "mean"), 4)
#> (Intercept)          x1          x2 
#>      0.3188     -0.4825      0.2390

# Precision submodel only
round(coef(fit_var, model = "precision"), 4)
#> (phi)_(Intercept)          (phi)_z1 
#>            0.3334           -0.8126

# Variance-covariance matrix for the mean submodel
kbl10(vcov(fit_var, model = "mean"))
(Intercept) x1 x2
(Intercept) 0.0073 -3e-04 0.0002
x1 -0.0003 8e-03 0.0001
x2 0.0002 1e-04 0.0068

Diagnostics for variable dispersion

plot(fit_var)

Advanced analyst functions

The package includes analyst-facing helpers for uncertainty quantification, effect interpretation, score-scale communication, and predictive validation.

Parametric bootstrap confidence intervals

set.seed(101)
boot_ci <- brs_bootstrap(
  fit_fixed,
  R = 30,
  level = 0.95,
  ci_type = "bca",
  keep_draws = TRUE
)
kbl10(head(boot_ci, 10))
parameter estimate se_boot ci_lower ci_upper mcse_lower mcse_upper wald_lower wald_upper level
(Intercept) 0.3546 0.0982 0.1799 0.5024 0.0318 0.0217 0.1835 0.5257 0.95
x1 -0.6590 0.1044 -0.8166 -0.4950 0.0227 0.0378 -0.8449 -0.4732 0.95
x2 0.3288 0.1088 0.1484 0.5288 0.0259 0.0321 0.1481 0.5095 0.95
(phi) 0.1514 0.0913 0.0439 0.3120 0.0113 0.0194 -0.0093 0.3122 0.95
autoplot.brs_bootstrap(
  boot_ci,
  type = "ci_forest",
  title = "Bootstrap (BCa) vs Wald intervals"
)

Average marginal effects (AME)

set.seed(202)
ame <- brs_marginaleffects(
  fit_fixed,
  model = "mean",
  type = "response",
  interval = TRUE,
  n_sim = 60,
  keep_draws = TRUE
)
kbl10(ame)
variable ame std.error ci.lower ci.upper model type n
x1 -0.1425 0.0170 -0.1735 -0.1058 mean response 250
x2 0.0711 0.0203 0.0310 0.1029 mean response 250
autoplot.brs_marginaleffects(ame, type = "forest")

Score probabilities on the original scale

prob_scores <- brs_predict_scoreprob(fit_fixed, scores = 0:10)
kbl10(prob_scores[1:6, 1:6])
score_0 score_1 score_2 score_3 score_4 score_5
0.3600 0.0758 0.0406 0.0289 0.0228 0.0190
0.0393 0.0280 0.0192 0.0157 0.0136 0.0122
0.0403 0.0285 0.0195 0.0159 0.0137 0.0123
0.0252 0.0205 0.0147 0.0122 0.0108 0.0098
0.0171 0.0155 0.0115 0.0097 0.0087 0.0080
0.0587 0.0363 0.0240 0.0191 0.0163 0.0145
kbl10(
  data.frame(row_sum = rowSums(prob_scores)[1:6]),
  digits = 4
)
row_sum
0.6136
0.1774
0.1802
0.1340
0.1044
0.2261

Repeated k-fold cross-validation

set.seed(303) # For cross-validation reproducibility
cv_res <- brs_cv(
  y ~ x1 + x2,
  data = sim_fixed,
  k = 5,
  repeats = 2,
  repar = 2,
)
kbl10(cv_res)
repeat fold n_train n_test log_score rmse_yt mae_yt converged error
1 1 200 50 -4.0896 0.3338 0.2852 TRUE NA
1 2 200 50 -4.0065 0.3482 0.3080 TRUE NA
1 3 200 50 -3.7595 0.3069 0.2693 TRUE NA
1 4 200 50 -3.9121 0.3660 0.3281 TRUE NA
1 5 200 50 -4.0921 0.3834 0.3422 TRUE NA
2 1 200 50 -4.2336 0.3669 0.3191 TRUE NA
2 2 200 50 -3.8826 0.3231 0.2829 TRUE NA
2 3 200 50 -3.8884 0.3151 0.2787 TRUE NA
2 4 200 50 -4.0835 0.3745 0.3272 TRUE NA
2 5 200 50 -3.8069 0.3697 0.3366 TRUE NA
kbl10(
  data.frame(
    metric = c("log_score", "rmse_yt", "mae_yt"),
    mean = c(
      mean(cv_res$log_score, na.rm = TRUE),
      mean(cv_res$rmse_yt, na.rm = TRUE),
      mean(cv_res$mae_yt, na.rm = TRUE)
    )
  ),
  digits = 4
)
metric mean
log_score -3.9755
rmse_yt 0.3488
mae_yt 0.3077

S3 methods reference

The following standard S3 methods are available for objects of class "brs":

Method Description
print() Compact display of call and coefficients
summary() Detailed output with Wald tests and goodness-of-fit
coef(model=) Extract coefficients (full, mean, or precision)
vcov(model=) Variance-covariance matrix (full, mean, or precision)
confint(model=) Wald confidence intervals
logLik() Log-likelihood value
AIC(), BIC() Information criteria
nobs() Number of observations
formula() Model formula
model.matrix(model=) Design matrix (mean or precision)
fitted() Fitted mean values
residuals(type=) Residuals: response, pearson, rqr, weighted, sweighted
predict(type=) Predictions: response, link, precision, variance, quantile
plot(gg=) Diagnostic plots (base R or ggplot2)

Reparameterizations

The package supports three reparameterizations of the beta distribution, controlled by the repar argument:

Direct (repar = 0): Shape parameters \(a=\mu\) and \(b=\phi\) are used directly. This is rarely used in practice.

Precision (repar = 1, Ferrari & Cribari-Neto, 2004): The mean \(\mu\in(0,1)\) and precision \(\phi>0\) yield \(a=\mu\phi\) and \(b=(1-\mu)\phi\). Higher \(\phi\) means less variability.

Mean–variance (repar = 2): The mean \(\mu\in(0,1)\) and dispersion \(\phi\in(0,1)\) yield \(a=\mu(1-\phi)/\phi\) and \(b=(1-\mu)(1-\phi)/\phi\). Here \(\phi\) acts as a coefficient of variation: smaller \(\phi\) means less variability.

# Precision parameterization: mu = 0.5, phi = 10 (high precision)
brs_repar(mu = 0.5, phi = 10, repar = 1)
#>   shape1 shape2
#> 1      5      5

# Mean-variance parameterization: mu = 0.5, phi = 0.1 (low dispersion)
brs_repar(mu = 0.5, phi = 0.1, repar = 2)
#>   shape1 shape2
#> 1    4.5    4.5

References