The main purpose of this article is to introduce a new class of regression models for bounded continuous data, commonly encountered in applied research. The models, named the power logit regression models, assume that the response variable follows a distribution in a wide, flexible class of distributions with three parameters, namely, the median, a dispersion parameter and a skewness parameter. The article offers a comprehensive set of tools for likelihood inference and diagnostic analysis, and introduces the new R package PLreg. Applications with real and simulated data show the merits of the proposed models, the statistical tools, and the computational package.
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