On Gamma Regression Residuals

نویسندگان
Corrales, Martha ID 1
Cifuentes‎, ‎Maria Victoria ID 2
Zarate, ‎Hector ID 3
Cepeda-Cuervo‎, Edilberto ID 4

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4 ‎Departamento de Estadi‎‎‎‎‏stica‎, ‎Universidad Nacional de Colombia

doi
چکیده

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. ‎

کلیدواژه‌ها
Bayesian estimation‎, ‎Gamma regression‎, ‎Fisher scoring algorithm‎, ‎Residuals‎