residuals.maxlogL {EstimationTools} | R Documentation |
Extract Residuals from maxlogL
model.
Description
residuals.,axlogL
is the maxlogLreg
specific method for the
generic function residuals which extracts the residuals from a fitted model.
Usage
## S3 method for class 'maxlogL'
residuals(object, parameter = NULL, type = c("deviance", "response"), ...)
Arguments
object |
an object of |
parameter |
a character which specifies the parameter whose normalized quantile residuals will be computed. |
type |
a character with the type of residuals to be computed required.
The default value is |
... |
for extra arguments. |
Details
For type = "deviance"
, the residuals are computed using the following
expression
r^D_i = \mbox{sign}(y_i - \hat{\mu}_i) d_i^{1/2},
where d_i
is the residual deviance of each data point. In this context,
\hat{\mu}
is the estimated mean, computed as the expected value using
the estimated parameters of a fitted maxlogLreg
model.
On the other hand, for type = "response"
the computation is simpler
r^R_i = (y_i - \hat{\mu}_i).
Author(s)
Jaime Mosquera GutiƩrrez, jmosquerag@unal.edu.co