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Pearson residuals (PR#1123)

3 messages · carmen@mcs.st-and.ac.uk, Peter Dalgaard, Thomas Lumley

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Full_Name: Carmen Fernandez
Version: 1.3.1
OS: 
Submission from: (NULL) (138.251.202.115)


I think there is a problem when computing Pearson residuals, in that they seem
to be computed at the raw residuals divided by the square root of the
corresponding diagonal element of the weight matrix W evaluated at the last step
of the iterative model fitting procedure (IWLS), instead of dividing by the
square root of the model variance. Here's an example of the weird effects it
produces:
plots the raw residuals... but
plots the raw residuals MULTIPLIED by sqrt(fitted(yglm))... because it
computes the Pearson residuals dividing by the square root of the diagonal
element of the weight matrix W (at the end of the iterative fitting process)
rather than dividing by the sqrt of variance.


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carmen@mcs.st-and.ac.uk writes:
Um, right... At the very least, there's a "/" that should have been
"*". But do we also divide by the dispersion (when it is estimated)? I
forget what the definition says.
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On 10 Oct 2001, Peter Dalgaard BSA wrote:
I don't think we do divide by the dispersion -- all the flavours of
residual are supposed to be the same for the normal/identity case.

	-thomas


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