Modelos lineares generalizados simÃtricos heterocedÃsticos

AUTOR(ES)
DATA DE PUBLICAÇÃO

2009

RESUMO

The heteroscedastic symmetrical generalized linear models class is describe for a response that belongs to a symmetrical class of distributions, a linear predictor relate to a location parameter and a linear predictor associate to a dispersion parameter, both link functions. These models are natural extensions of symmetrical generalized linear models propose by Lobos (2004), where only a location parameter is associate to a one-to-one continuously differentiable positive link function. First of all, in this work we present some results for heteroscedastic symmetrical generalized linear models. Then, asymptotic tests to evaluate homogeneity are proposed as well as diagnostic methods based on local influence. Some examples with real data are discuss to illustrate the developed theory.

ASSUNTO(S)

modelos lineares generalizados simÃtricos heteroscedÃsticos influÃncia local influÃncia local modelos lineares generalizados simÃtricos heteroscedÃsticos parÃmetro de escala parÃmetro de escala estatistica

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