The extreme residuals in gamma regression
The use of the extreme Pearson and Anscombe residuals for testing for outliers in gamma regression models is considered. Approximations to the critical values of the distributions of the extreme residuals are presented and some modified approximations which utilise the approximate moments of the residuals are proposed. The approximations are evaluated for a number of models when there is a logarithmic link between the response variable means and the regressor variables.