Multiple deletion diagnostics in beta regression models

  • Authors:

  • Li-Chu Chien

  • Affiliations:

  • Institute of Statistics, National Chiao Tung University, Hsinchu, Taiwan

  • Venue:
  • Computational Statistics
  • Year:
  • 2013

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Abstract

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.