Influence diagnostics in a general class of beta regression models

Test

Volumn 20, Issue 1, 2011, Pages 95-119

  Rocha, Andréa V ^a   Simas, Alexandre B ^b  

^a FEDERAL UNIVERSITY OF PARAÍBA   (Brazil)

^b IMPA   (Brazil)

Author keywords

Beta distribution; Beta regression; Generalized leverage; Influence diagnostic

Indexed keywords

EID: 79955778372     PISSN: 11330686     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11749-010-0189-z     Document Type: Article

References (26)

1. Atkinson AC (1985) Plots, transformation and regression. Clarendon, Oxford.
2. Cook RD (1977) Detection of influential observations in linear regression. Technometrics 19: 15-18.
3. Cook RD (1986) Assessment of local influence (with discussion). J R Stat Soc B 48: 133-169.
4. Cox DR, Hinkley DV (1974) Theoretical statistics. Chapman & Hall, London.
5. Cook RD, Weisberg S (1982) Residuals and influence in regression. Chapman & Hall, London.
6. Doornik JA (2006) Ox: an object-oriented matrix language. Timberlake Consultants Press, London.
7. Espinheira PL, Ferrari SLP, Cribari-Neto F (2008a) Influence diagnostics in beta regression. Comput Stat Data Anal 52: 4417-4431.
8. Espinheira PL, Ferrari SLP, Cribari-Neto F (2008b) On beta regression residuals. J Appl Stat 35: 407-419.
9. Ferrari SLP, Cribari-Neto F (2004) Beta regression for modeling rates and proportions. J Appl Stat 31: 799-815.
10. Huet S, Bouvier A, Poursat MA, Jolivet E (2003) Statistical tools for nonlinear regression: a practical guide with S-PLUS and R. Springer, Berlin.
11. Jørgensen B (1997) The theory of dispersion models. Chapman & Hall, London.
12. Kieschnick R, McCullough B (2003) Regression analysis of variates observed on (0, 1): Percentages, proportions, and fractions. Stat Model 3: 193-213.
13. Lawrance AJ (1988) Regression transformation diagnostic using local influence. J Am Stat Assoc 83: 1067-1072.
14. Leiva V, Barros M, Paula GA, Galea M (2007) Influence diagnostics in log-Birnbaum-Saunders regression models with censored data. Comput Stat Data Anal 51: 5694-5707.
15. Lemonte AJ (2009) Influence diagnostics in Birnbaum-Saunders nonlinear regression models. Working paper. arXiv: 0904. 4139.
16. Lesaffre E, Verbeke G (1998) Local influence in linear mixed model. Biometrics 54: 570-583.
17. Li WK (1991) Testing model adequacy for some Markov regression models for time series. Biometrika 78: 83-89.
18. McCullagh P, Nelder J (1989) Generalized linear models, 2nd edn. Chapman & Hall, London.
19. Paula GA (1993) Assessing local influence in restricted regression models. Comput Stat Data Anal 16: 63-79.
20. Press WH, Teukolsky SA, Vetterling WT, Flannery BP (1992) Numerical recipes in C: the art of scientific computing, 2nd edn. Cambridge University Press, New York.
21. Rocha AV, Cribari-Neto F (2009) Beta autoregressive moving average models. Test 18: 529-545.
22. Simas AB, Barreto-Souza W, Rocha AV (2010) Improved estimators for a general class of beta regression models. Comput Stat Data Anal 54: 348-366.
23. Thomas W, Cook RD (1990) Assessing influence on predictions from generalized linear models. Technometrics 32: 59-65.
24. Verbeke G, Molenberghs G (2000) Linear mixed models for longitudinal data. Springer, New York.
25. Wei BC (1998) Exponential family nonlinear models. Springer, Singapore.
26. Wei BC, Hu YQ, Fung WK (1998) Generalized leverage and its applications. Scand J Stat 25: 25-37.