Generalized Leverage Values
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 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 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.
Rocha, A.V., and Simas, A.B. (2011). Influence Diagnostics in a General Class of Beta Regression Models. Test, 20(1), 95–119. doi: 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.
options(digits = 4)
data("GasolineYield", package = "betareg")
gy <- betareg(yield ~ batch + temp, data = GasolineYield)
gleverage(gy)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.