# Generalized Leverage Values

### Description

Compute the generalized leverages values for fitted models.

### Usage

1 |

### Arguments

`model` |
a model object. |

`...` |
further arguments passed to methods. |

### Value

`gleverage`

is a new generic for computing generalized leverage values as suggested by
Wei, Hu, and Fung (1998). Currently, there is only a method for `betareg`

models, implementing
the formulas from Rocha and Simas (2011) which are consistent with the formulas from
Ferrari and Cribari-Neto (2004) for the fixed dispersion case.

Currently, the vector of generalized leverages requires computations and
storage of order *n x n*.

### References

Ferrari, S.L.P., and Cribari-Neto, F. (2004).
Beta Regression for Modeling Rates and Proportions.
*Journal of Applied Statistics*, **31**(7), 799–815.

Rocha, A.V., and Simas, A.B. (2011).
Influence Diagnostics in a General Class of Beta Regression Models.
*Test*, **20**(1), 95–119.
http://dx.doi.org/10.1007/s11749-010-0189-z

Wei, B.-C., and Hu, Y.-Q., and Fung, W.-K. (1998).
Generalized Leverage and Its Applications.
*Scandinavian Journal of Statistics*, **25**, 25–37.

### See Also

`betareg`

### Examples

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