RESUMO
Zero adjusted regression models are used to fit variables that are discrete at zero and continuous at some interval of the positive real numbers. Diagnostic analysis in these models is usually performed using the randomized quantile residual, which is useful for checking the overall adequacy of a zero adjusted regression model. However, it may fail to identify some outliers. In this work, we introduce a class of residuals for outlier identification in zero adjusted regression models. Monte Carlo simulation studies and two applications suggest that one of the residuals of the class introduced here has good properties and detects outliers that are not identified by the randomized quantile residual.
RESUMO
We study the effects of various air-pollution variables on the daily death counts for people over 65 years in São Paulo, Brazil, from 1991 to 1993, controlling for meteorological variables. We use a state space model where the air-pollution variables enter via the latent process, and the meteorological variables via the observation equation. The latent process represents the potential mortality due to air pollution, and is estimated by Kalman filter techniques. The effect of air pollution on mortality is found to be a function of the variation in the sulphur dioxide level for the previous 3 days, whereas the other air-pollution variables (total suspended particulates, nitrogen dioxide, carbon monoxide, ozone) are not significant when sulphur dioxide is in the equation. There are significant effects of humidity and up to lag 3 of temperature, and a significant seasonal variation.
