studentized and standarized residuals
On 08/10/2011 10:03 AM, Jen wrote:
Hi, I must be doing something silly here, because I can't get the studentised and standardised residuals from r output of a linear model to agree with what I think they should be from equation form. x = seq(1,10) y = x + rnorm(10) mod = lm(y~x) rstandard(mod) residuals(mod)/(summary(mod)$sigma) rstudent(mod) residuals(mod)/(summary(mod)$sigma*sqrt(1-lm.influence(mod)$hat))
The terms "studentized" and "standardized" are sometimes used differently by different authors and software packages. In R, the "standardized" residuals are based on your second calculation above. The "studentized" residuals are similar, but involve estimating sigma in a way that leaves out the ith data point when calculating the ith residual (some authors call these the "studentized deleted residuals" or the "externally studentized residuals"). There is a closed form expression, but it is somewhat bulky.
Patrick Breheny Assistant Professor Department of Biostatistics Department of Statistics University of Kentucky