Journal of Statistical Computation and Simulation · 2012 · 25 citations · 7 references
BusinessEconomicsEconometricsFinancial EconometricsPsychometricsGeneralized Linear ModelsModel FittingRegressionBeta MomentsBeta RegressionHeteroscedastic Error ModelsParametric Regression ModelsResidual AnalysisSample Size CalculationSample Size Estimation
In this paper, matrix formulae of order n−1, where n is the sample size, for the first two moments of Pearson residuals are obtained in beta regression models. Adjusted Pearson residuals are also obtained, having, to this order, expected value zero and variance one. Monte Carlo simulation results are presented illustrating the behaviour of both adjusted and unadjusted residuals.
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