Diagnostic tools in beta regression with varying dispersion
Contribuinte(s) |
UNIVERSIDADE DE SÃO PAULO |
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Data(s) |
20/10/2012
20/10/2012
2011
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Resumo |
We consider the issue of performing residual and local influence analyses in beta regression models with varying dispersion, which are useful for modelling random variables that assume values in the standard unit interval. In such models, both the mean and the dispersion depend upon independent variables. We derive the appropriate matrices for assessing local influence on the parameter estimates under different perturbation schemes. An application using real data is presented and discussed. CNPq Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) FAPESP |
Identificador |
STATISTICA NEERLANDICA, v.65, n.3, p.337-351, 2011 0039-0402 http://producao.usp.br/handle/BDPI/30482 10.1111/j.1467-9574.2011.00488.x |
Idioma(s) |
eng |
Publicador |
WILEY-BLACKWELL |
Relação |
Statistica Neerlandica |
Direitos |
restrictedAccess Copyright WILEY-BLACKWELL |
Palavras-Chave | #local influence #maximum likelihood estimation #model specification #percentages #proportions #rates #residual analysis #LOCAL INFLUENCE #MODELS #Statistics & Probability |
Tipo |
article original article publishedVersion |