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Tuesday, 13 September 2016
Diagnostic tools in beta regression with varying dispersion
Silvia L. P. Ferrari,Patricia L. Espinheira,Francisco Cribari-Neto
We consider the issue of performing residual and local influence analyses in beta regression models with varying dispersion, which are useful for modelling random variables that assume values in the standard unit interval. In such models, both the mean and the dispersion depend upon independent variables. We derive the appropriate matrices for assessing local influence on the parameter estimates under different perturbation schemes. An application using real data is presented and discussed.