{
  "abstract": "Existing panel beta regression estimators do not accommodate higher-order autoregressive dependence within a joint likelihood framework. We develop such an estimator: a joint conditional maximum-likelihood beta-AR(k) model extended from a single time series to panel data, and extend it to panel inference through two new covariance estimators - a generalization of Beck-Katz panel-corrected standard errors (PCSE) and a Driscoll-Kraay-style alternative (DK) - to account for the cross-panel dependence the extension introduces. The estimator is evaluated by Monte Carlo simulation spanning AR(1)-AR(3) error structures, three panel sizes, and five series lengths, under both independent panels and genuine cross-panel dependence, against an uncorrected baseline. PCSE generally exhibited superior Type I error control and coverage relative to DK, at a power cost that was modest and partly illusory given DK's own miscalibration. Under genuine cross-panel dependence, the uncorrected estimator's Type I error was severe and did not diminish with additional data, while both corrections resolved it, with PCSE again preferred. An illustrative multi-site disease management example is provided, along with a Stata implementation (xtbetark).",
  "abstract_shown": true,
  "affiliations": [],
  "article_type": null,
  "arxiv": "2609.26226",
  "author_total": 1,
  "authors": [
    {
      "name": "Ariel Linden"
    }
  ],
  "bibtex": "https://research.draconitic.com/paper/axcgyjbh6y5dm.bib",
  "cited_by": 0,
  "doi": "10.48550/arxiv.2609.26226",
  "fulltext_url": null,
  "id": "axcgyjbh6y5dm",
  "issns": [],
  "landing_url": "https://arxiv.org/abs/2609.26226",
  "language": null,
  "licence": "CC-BY-4.0",
  "licence_label": "CC BY 4.0",
  "licence_source": "article",
  "licence_url": "http://creativecommons.org/licenses/by/4.0/",
  "metadata_licence": "CC0-1.0",
  "native_subjects": [
    [
      "arxiv",
      "stat.ME"
    ],
    [
      "openalex",
      "2002|Spatial and Panel Data Analysis"
    ]
  ],
  "openalex": "W7214123883",
  "pdf_url": "https://arxiv.org/pdf/2609.26226",
  "pmcid": null,
  "pmid": null,
  "published": "2026-09-01",
  "publisher": null,
  "ris": "https://research.draconitic.com/paper/axcgyjbh6y5dm.ris",
  "sources": [
    {
      "first_seen": "2026-10-30T12:23:49Z",
      "native_id": "2609.26226",
      "source": "arxiv",
      "url": "https://arxiv.org/abs/2609.26226"
    }
  ],
  "subjects": [
    {
      "field": "mathematics",
      "origin": "arxiv:stat.ME",
      "subfield": "statistics"
    }
  ],
  "title": "Joint Conditional Maximum Likelihood Estimation of Beta Regression for Panel Data with Higher-Order Autoregressive Errors",
  "title_text": "Joint Conditional Maximum Likelihood Estimation of Beta Regression for Panel Data with Higher-Order Autoregressive Errors",
  "type": "preprint",
  "updated_at": "2026-10-30T12:23:49Z",
  "url": "https://research.draconitic.com/paper/axcgyjbh6y5dm",
  "venue": "arXiv",
  "versions": []
}