residuals.maxlogL: Extract Residuals from 'maxlogL' model.

In EstimationTools: Maximum Likelihood Estimation for Probability Functions from Data Sets

Extract Residuals from maxlogL model.

Description

residuals.,axlogL is the maxlogLreg specific method for the generic function residuals which extracts the residuals from a fitted model.

Usage

## S3 method for class 'maxlogL'
residuals(object, parameter = NULL, type = c("deviance", "response"), ...)

Arguments

object	an object of maxlogL class which summary is desired.
parameter	a character which specifies the parameter whose normalized quantile residuals will be computed.
type	a character with the type of residuals to be computed required. The default value is type = "rqres", which is used to compute the normalized randomized quantile residuals.
...	for extra arguments.

Details

For type = "deviance", the residuals are computed using the following expression

r^D_i = \mbox{sign}(y_i - \hat{μ}_i) d_i^{1/2},

where d_i is the residual deviance of each data point. In this context, \hat{μ} is the estimated mean, computed as the expected value using the estimated parameters of a fitted maxlogLreg model.

On the other hand, for type = "response" the computation is simpler

r^R_i = (y_i - \hat{μ}_i).

Author(s)

Jaime Mosquera Gutiérrez, [e-mail]

EstimationTools documentation built on Dec. 10, 2022, 9:07 a.m.