Bimodal Regression Model

Abstract

Regression analysis is a technique widely used in different areas ofhuman knowledge, with distinct distributions for the error term. Itis the case, however, that regression models with bimodal responsesor, equivalently, with the error term following a bimodal distribution are notcommon in the literature, perhaps due to the lack of simple to dealwith bimodal error distributions. In this paper we propose a simpleto deal with bimodal regression model with a symmetric-asymmetricdistribution for the error term for which for some values of theshape parameter it can be bimodal. This new distribution containsthe normal and skew-normal as special cases. A realdata application reveals that the new model can be extremely usefulin such situations.