betareg (version 3.1-3)

gleverage: Generalized Leverage Values

Description

Compute the generalized leverages values for fitted models.

Usage

gleverage(model, …)

Arguments

model

a model object.

…

further arguments passed to methods.

Value

gleverage is a new generic for computing generalized leverage values as suggested by Wei, Hu, and Fung (1998). Currently, there is only a method for betareg models, implementing the formulas from Rocha and Simas (2011) which are consistent with the formulas from Ferrari and Cribari-Neto (2004) for the fixed dispersion case.

Currently, the vector of generalized leverages requires computations and storage of order \(n \times n\).

References

Ferrari, S.L.P., and Cribari-Neto, F. (2004). Beta Regression for Modeling Rates and Proportions. Journal of Applied Statistics, 31(7), 799--815.

Rocha, A.V., and Simas, A.B. (2011). Influence Diagnostics in a General Class of Beta Regression Models. Test, 20(1), 95--119. http://dx.doi.org/10.1007/s11749-010-0189-z

Wei, B.-C., and Hu, Y.-Q., and Fung, W.-K. (1998). Generalized Leverage and Its Applications. Scandinavian Journal of Statistics, 25, 25--37.

See Also

betareg

Examples

# NOT RUN {
options(digits = 4)
data("GasolineYield", package = "betareg")
gy <- betareg(yield ~ batch + temp, data = GasolineYield)
gleverage(gy)
# }

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