Influence diagnostics in beta regression

  • Authors:
  • Patrícia L. Espinheira;Silvia L. P. Ferrari;Francisco Cribari-Neto

  • Affiliations:
  • Departamento de Estatística, IME. Universidade de São Paulo, Caixa Postal 66281, São Paulo/SP, 05311-970, Brazil;Departamento de Estatística, IME. Universidade de São Paulo, Caixa Postal 66281, São Paulo/SP, 05311-970, Brazil;Departamento de Estatística, Universidade Federal de Pernambuco, Cidade Universitária, Recife/PE, 50740-540, Brazil

  • Venue:
  • Computational Statistics & Data Analysis
  • Year:
  • 2008

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Abstract

Ever since the introduction of hidden Markov models by Baum and his co-workers, the method of choice for fitting such models has been maximum likelihood via the EM algorithm. In recent years it has been noticed that the gradient and Hessian of the log ...