Adjusted Pearson residuals in beta regression models

In this paper, matrix formulae of order n^sup -1^, where n is the sample size, for the first two moments of Pearson residuals are obtained in beta regression models. Adjusted Pearson residuals are also obtained, having, to this order, expected value zero and variance one. Monte Carlo simulation resu...

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Bibliographic Details
Published in:	Journal of statistical computation and simulation Vol. 84; no. 5; pp. 999 - 1014
Main Authors:	Anholeto, Tatiana, Sandoval, Mônica C., Botter, Denise A.
Format:	Journal Article
Language:	English
Published:	Abingdon Taylor & Francis Ltd 04-05-2014
Subjects:	Adjustment Beta Computer simulation Mathematical models Matrix Monte Carlo methods Monte Carlo simulation Regression Regression analysis Samples Statistical analysis
Online Access:	Get full text
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Summary:	In this paper, matrix formulae of order n^sup -1^, where n is the sample size, for the first two moments of Pearson residuals are obtained in beta regression models. Adjusted Pearson residuals are also obtained, having, to this order, expected value zero and variance one. Monte Carlo simulation results are presented illustrating the behaviour of both adjusted and unadjusted residuals. [PUBLICATION ABSTRACT]
Bibliography:	ObjectType-Article-2 SourceType-Scholarly Journals-1 ObjectType-Feature-1 content type line 23
ISSN:	0094-9655 1563-5163
DOI:	10.1080/00949655.2012.736993