residuals.maxlogL {EstimationTools}R Documentation

Extract Residuals from maxlogL model.

Description

[Experimental]

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 maxlogL class which summary is desired.

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 type = "rqres", which is used to compute the normalized randomized quantile residuals.

...

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


[Package EstimationTools version 4.0.0 Index]