residuals-methods {twopartm}

Method for Function residuals for Two-part Model Objects in Package twopartm

Description

The residuals method for twopartm-class that extracts model residuals from a fitted two-part regression model object of class twopartm.

Usage

## S4 method for signature 'twopartm'
residuals(object,model = c("tpm","model1","model2"),
type = c("deviance", "pearson", "working","response", "partial"))

Arguments

object

a fitted two-part model object of class twopartm as returned by tpm.

model

character specifying for which part of the model the residuals should be extracted. It could be either “tpm” for the full two-part model, or “model1”, “model2” for the first-part model and the second-part model respectively.The default is “tpm”.

type

if model == "model1" | "model2", the type of residuals which should be returned. The alternatives are: “response” (default), “pearson”, “working”, “deviance”, and “partial”. Can be abbreviated.

Details

The residuals method for twopartm-class can compute raw response residuals (observed - fitted) for the full two-part model, or different types of residues from both parts models respectively. The references define the types of residuals: Davison & Snell is a good reference for the usages of each. The partial residuals are a matrix of working residuals, with each column formed by omitting a term from the model.

Value

Returns a numerical vector of residuals, either for the full two-part model, or two separate part models from an object twopartm.

Author(s)

Yajie Duan, Birol Emir, Griffith Bell and Javier Cabrera

References

Belotti, F., Deb, P., Manning, W.G. and Norton, E.C. (2015). twopm: Two-part models. The Stata Journal, 15(1), pp.3-20.

Davison, A. C. and Snell, E. J. (1991). Residuals and diagnostics. Statistical Theory and Modeling. In Honour of Sir David Cox, FRS, eds. Hinkley, D. V., Reid, N. and Snell, E. J., Chapman and Hall.

See Also

twopartm-class, glm,residuals.glm, tpm, predict-methods

Examples

##data about health expenditures, i.e., non-negative continuous response
data(meps,package = "twopartm")


##fit two-part model with the same regressors in both parts, with logistic
##regression model for the first part, and glm with Gamma family with log
##link for the second-part model
tpmodel = tpm(exp_tot~female+age, data = meps,link_part1 = "logit",
family_part2 = Gamma(link = "log"))

tpmodel

##summary information
summary(tpmodel)

##response residues from the full two-part model
residuals(tpmodel)

##response residues from the first-part model
residuals(tpmodel,model = "model1")

##deviance residues from the second-part model
residuals(tpmodel,model = "model2",type = "deviance")