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Diagnostic tools in beta regression with varying dispersion
Author(s) -
Ferrari Silvia L. P.,
Espinheira Patricia L.,
CribariNeto Francisco
Publication year - 2011
Publication title -
statistica neerlandica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.52
H-Index - 39
eISSN - 1467-9574
pISSN - 0039-0402
DOI - 10.1111/j.1467-9574.2011.00488.x
Subject(s) - residual , mathematics , dispersion (optics) , statistics , regression , regression analysis , beta (programming language) , linear regression , interval (graph theory) , standard deviation , computer science , algorithm , combinatorics , physics , optics , programming language
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.