On gamma regression residuals

In this paper we propose a 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. The residuals are proposed from propertie...

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Autores:
Cifuentes, María Victoria
Corrales Bossio, Martha Lucía
Zarate, Héctor
Cepeda Cuervo, Edilberto
Tipo de recurso:
Work document
Fecha de publicación:
2019
Institución:
Universidad Nacional de Colombia
Repositorio:
Universidad Nacional de Colombia
Idioma:
spa
OAI Identifier:
oai:repositorio.unal.edu.co:unal/20882
Acceso en línea:
https://repositorio.unal.edu.co/handle/unal/20882
http://bdigital.unal.edu.co/11551/
Palabra clave:
51 Matemáticas / Mathematics
Gamma regression
Fisher scoring algorithm
Bayesian estimation, residuals.
Rights
openAccess
License
Atribución-NoComercial 4.0 Internacional
Description
Summary:In this paper we propose a 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. The residuals are proposed from properties of the biparametric exponential family of distributions and simulated and real data sets are analyzed to determine the performance and behavior of the proposed residuals.