Dear all, the application of the function rstandard() in the base package to a glm object does not produce residuals standardized to have variance one: the reason is that the deviance residuals are divided by the dispersion estimate and not by the square root of the estimate for the dispersion. Should the function not be changed to produce residuals with a variance about 1? R 1.8.1 on windows 2000 ulrich ============================================================== Ulrich Halekoh, PhD Phone: +45 8999 1825 Biometry Research Unit Fax: +45 8999 1300 Danish Institute of Agricultural Sciences E-mail: ulrich.halekoh at agrsci.dk Research Centre Foulum, DK-8830 Tjele, Denmark
rstandard does not produce standardized residuals
2 messages · Ulrich Halekoh, Brian Ripley
This has laready been changed in the R-devel version (1.9.0 to be). Pre-test versions of that for Windows are available on CRAN.
From the NEWS file
o rstandard() was wrongly scaled for cases where summary(model)$dispersion != 1. and that ought to mention glm somewhere ....
On Tue, 24 Feb 2004, Ulrich Halekoh wrote:
Dear all, the application of the function rstandard() in the base package to a glm object does not produce residuals standardized to have variance one: the reason is that the deviance residuals are divided by the dispersion estimate and not by the square root of the estimate for the dispersion. Should the function not be changed to produce residuals with a variance about 1? R 1.8.1 on windows 2000 ulrich ============================================================== Ulrich Halekoh, PhD Phone: +45 8999 1825 Biometry Research Unit Fax: +45 8999 1300 Danish Institute of Agricultural Sciences E-mail: ulrich.halekoh at agrsci.dk Research Centre Foulum, DK-8830 Tjele, Denmark
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