Authors

• Edilberto Cepeda-Cuervo‎
• Martha Corrales
• ‎Maria Victoria Cifuentes‎
• ‎Hector Zarate

‎Departamento de Estadi‎‎‎‎‏stica‎, ‎Universidad Nacional de Colombia

Abstract

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. ‎

Keywords

• Bayesian estimation‎
• ‎Gamma regression‎
• ‎Fisher scoring algorithm‎
• ‎Residuals‎