residuals and glm
David Barron wrote:
You really need to look at ?glm and ?residuals.glm. resfit$residuals are the *working* residuals, which are not typically very useful in themselves. Far better to use the extractor function. This enables you to obtain a number of different types of residuals, but the default (and therefore the type you have obtained) are deviance residuals. You can also specify other types, such as pearson residuals. Hope this helps. David
And in the Design package's lrm and residuals.lrm function (called by resid(fit)) you can get partial residuals that when smoothed estimate covariate effects. I do prefer direct modeling instead of looking at any of the residuals though, e.g., adding nonlinear or interaction terms to logistic models. Usually I find that residuals in simple binary logistic models are most useful in checking for overly influential observations. Frank Harrell
On 22/02/07, Martin Olivier <olivier.martin at avignon.inra.fr> wrote:
Hi all, I have some problems to compute the residuals from a glm model with binomial distribution. Suppose I have the following result : resfit<-glm(y~x1+x2,weights=we,family=binomial(link="logit")) Now I would like to obtain the residuals . the command residuals(resfit) and the vector resfit$residuals give different results, and they do not correspond to residuals E(yi)-yi (that is resfit$fitted-resfit$y) so, I would like to know what formula is applied to compute these residuals. And moreover, if I want to compute the standardized residuals, what is the right command from the glmfit result. Is it (resfit$fitted-resfit$y)/sqrt(1/resfit$prior*resfit$fitt*(1-resfit$fitt)) ?? Thanks for your help, Olivier.
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