On Gamma Regression Residuals

被引：5

作者：

Cepeda-Cuervo, Edilberto ^{[1
]}

Corrales, Martha ^{[1
]}

Victoria Cifuentes, Maria ^{[1
]}

Zarate, Hector ^{[1
]}

机构：

[1] Univ Nacl Colombia, Dept Estadist, Bogota, Colombia

来源：

JIRSS-JOURNAL OF THE IRANIAN STATISTICAL SOCIETY | 2016年 / 15卷 / 01期

关键词：

Bayesian estimation; Gamma regression; Fisher scoring algorithm; Residuals;

D O I：

10.7508/jirss.2016.01.002

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：

In this paper, we propose new residuals for gamma regression models, assuming that both mean and shape parameters follow regression structures. The models are summarized and fitted by applying both classic and Bayesian methods as proposed by Cepeda-Cuervo (2001). The residuals are proposed from properties of the biparametric exponential family of distributions. Simulated and real data sets are analyzed to determine the performance and behavior of the proposed residuals.

引用

页码：29 / 43

页数：15

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