# gleverage

##### Generalized Leverage Values

Compute the generalized leverages values for fitted models.

- Keywords
- regression

##### 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

##### Examples

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

*Documentation reproduced from package betareg, version 3.1-3, License: GPL-2 | GPL-3*