  In this paper, we propose a regression model where the response variable is
beta prime distributed using a new parameterization of this distribution that
is indexed by mean and precision parameters. The proposed regression model is
useful for situations where the variable of interest is continuous and
restricted to the positive real line and is related to other variables through
the mean and precision parameters. The variance function of the proposed model
has a quadratic form. In addition, the beta prime model has properties that its
competitor distributions of the exponential family do not have. Estimation is
performed by maximum likelihood. Furthermore, we discuss residuals and
influence diagnostic tools. Finally, we also carry out an application to real
data that demonstrates the usefulness of the proposed model.
