  Beta regression is often used to model the relationship between a dependent
variable that assumes values on the open interval (0,1) and a set of predictor
variables. An important challenge in beta regression is to find residuals whose
distribution is well approximated by the standard normal distribution. Two
previous works compared residuals in beta regression, but the authors did not
include the quantile residual. Using Monte Carlo simulation techniques, this
paper studies the behavior of certain residuals in beta regression in several
scenarios. Overall, the results suggest that the distribution of the quantile
residual is better approximated by the standard normal distribution than that
of the other residuals in most scenarios. Three applications illustrate the
effectiveness of the quantile residual.
