RESUMO
In regression model applications, the errors may frequently present a symmetric shape. In such cases, the normal and Student t distributions are commonly used. In this paper, we shall be concerned only to model heavy-tailed, skewed errors and absence of variance homogeneity with two regression structures based on the skew t distribution. We consider a classic analysis for the parameters of the proposed model. We perform a diagnostic analysis based on global influence and quantile residuals. For different parameter settings and sample sizes, various simulation results are obtained and compared to evaluate the performance of the skew t regression. Further, we illustrate the usefulness of the new regression by means of a real data set (amount of potassium in different soil areas) from a study carried out at the Department of Soil Science of the Luiz de Queiroz School of Agriculture, University of São Paulo.
