Multiple deletion diagnostics in beta regression models

被引:5
|
作者
Chien, Li-Chu [1 ]
机构
[1] Natl Chiao Tung Univ, Inst Stat, Hsinchu, Taiwan
关键词
Beta regression; Multiple outliers; Generalized SWR; Generalized LD; Generalized DFFITS; Generalized DFBETAS; INFLUENTIAL OBSERVATIONS; IDENTIFICATION; OUTLIERS;
D O I
10.1007/s00180-012-0370-9
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider the problem of identifying multiple outliers in a general class of beta regression models proposed by Ferrari and Cribari-Neto (J Appl Stat 31:799-815, 2004). The currently available single-case deletion diagnostic measures, e.g., the standardized weighted residual (SWR), the Cook-like distance (LD), etc., often fail to identify multiple outlying observations, because they suffer from the well-known problems of masking and swamping effects. In this article, we develop group deletion diagnostic measures, such as generalized SWR, generalized LD, generalized DFFITS and generalized DFBETAS, and suggest a simple procedure for identifying multiple outliers using these. The performance of the proposed methods is investigated through simulation studies and two practical examples.
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页码:1639 / 1661
页数:23
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