  We consider the issue of constructing PRESS statistics and coefficients of
prediction for a class of beta regression models. We aim at displaying measures
of predictive power of the model regardless goodness-of-fit. Monte Carlo
simulation results on the finite sample behavior of such measures are
provided.We also present an application that relates to the distribution of
natural gas for home usage in S\~ao Paulo, Brazil. Faced with the economic risk
of to overestimate or to underestimate the distribution of gas was necessary to
construct prediction limits using beta regression models (Espinheira et al.,
2014). Thus, it arises the aim of this work, the selection of best predictive
model to construct best prediction limits.
