gleverage {betareg} | R Documentation |
Compute the generalized leverages values for fitted models.
gleverage(model, ...)
model |
a model object. |
... |
further arguments passed to methods. |
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 Ferrari and Cribari-Neto (2004). These formulas are also applied for models
with an additional set of regressors for the precision parameter phi although they
were derived for constant phi only.
Currently, the vector of generalized leverages requires computations and
storage of order n x n.
Ferrari, S.L.P., and Cribari-Neto, F. (2004). Beta Regression for Modeling Rates and Proportions. Journal of Applied Statistics, 31(7), 799–815.
Wei, B.-C., Hu, Y.-Q., and Fung, W.-K. (1998). Generalized Leverage and Its Applications. Scandinavian Journal of Statistics, 25, 25–37.
data("GasolineYield", package = "betareg") gy <- betareg(yield ~ batch + temp, data = GasolineYield) gleverage(gy)