betareg (version 3.2-1)

gleverage: Generalized Leverage Values

Description

Compute the generalized leverages values for fitted models.

Usage

gleverage(model, ...)

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 \(n \times n\).

Arguments

model

a model object.

...

further arguments passed to methods.

References

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

Rocha AV, Simas AB (2011). Influence Diagnostics in a General Class of Beta Regression Models. Test, 20(1), 95--119. tools:::Rd_expr_doi("10.1007/s11749-010-0189-z")

Wei BC, Hu, YQ, Fung WK (1998). Generalized Leverage and Its Applications. Scandinavian Journal of Statistics, 25, 25--37.

See Also

betareg

Examples

options(digits = 4)
data("GasolineYield", package = "betareg")
gy <- betareg(yield ~ batch + temp, data = GasolineYield)
gleverage(gy)