| dpit_tweedie | R Documentation |
Computes DPIT residuals for Tweedie-distributed outcomes using the observed responses (y),
their fitted mean values (mu), the variance power parameter
(\xi), and the dispersion parameter (\phi).
dpit_tweedie(y, mu, xi, phi)
y |
Observed outcome vector. |
mu |
Vector of fitted mean values of each outcomes. |
xi |
Value of |
phi |
Dispersion parameter |
For formulation details on semicontinuous outcomes, see dpit.
A dpit object containing DPIT residuals.
## Tweedie model
library(tweedie)
library(statmod)
n <- 300
x11 <- rnorm(n)
x12 <- rnorm(n)
beta0 <- 5
beta1 <- 1
beta2 <- 1
lambda1 <- exp(beta0 + beta1 * x11 + beta2 * x12)
y1 <- rtweedie(n, mu = lambda1, xi = 1.6, phi = 10)
# Choose parameter p
# True model
model1 <-
glm(y1 ~ x11 + x12,
family = tweedie(var.power = 1.6, link.power = 0)
)
y1 <- model1$y
p.max <- get("p", envir = environment(model1$family$variance))
lambda1f <- model1$fitted.values
phi1f <- summary(model1)$dis
dpit.tweedie <- dpit_tweedie(y= y1, mu=lambda1f, xi=p.max, phi=phi1f)
resid.tweedie <- residuals(dpit.tweedie)
plot(dpit.tweedie)
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