residuals.emfrail {frailtyEM}

Residuals for frailty models

Description

Residuals for frailty models

Usage

## S3 method for class 'emfrail'
residuals(object, type = "group", ...)

Arguments

object

An emfrail object

type

One of cluster or individual

...

Other arguments

Details

For cluster i, individual j and observation row k, we write the cumulative hazard contribution as

\Lambda_{ijk} = \exp(\beta^\top \mathbf{x}_{ijk}) \Lambda_{0, ijk}

where \Lambda_{0, ijk} is the baseline cumulative hazard correspinding to the row (i,j,k).

When type == "individual", the returned residuals are equal to z_i \Lambda_{ijk} where z_i is the estimated frailty in cluster i. When type == "cluster", the returned residuals are equal to \sum_{j,k} \Lambda_{ijk},

Value

A vector corresponding to the Martingale residuals, either for each cluster or for each individual (row of the data).