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). Currently, this 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)