Diagnostic tools in beta regression with varying dispersion


Autoria(s): FERRARI, Silvia L. P.; ESPINHEIRA, Patricia L.; CRIBARI-NETO, Francisco
Contribuinte(s)

UNIVERSIDADE DE SÃO PAULO

Data(s)

20/10/2012

20/10/2012

2011

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

http://dx.doi.org/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