gleverage {betareg}R Documentation

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 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.

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.

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

See Also

betareg

Examples

data("GasolineYield", package = "betareg")
gy <- betareg(yield ~ batch + temp, data = GasolineYield)
gleverage(gy)

[Package betareg version 2.1-2 Index]