Description Usage Arguments See Also Examples
View source: R/residuals.dfrr.R
Returns the residuals of a fitted dfrr
model.
A dfrr
model is of the form:
Y_{i}(t)=I(W_{i}(t)>0),
in which I(.) is the indicator function and W_{i}(t)=Z_{i}(t)+ε_{i}(t)\timesσ^2, where Z_{i}(t) is the functional part of the model and epsilon_{i}(t)\timesσ^2 is the measurement error. The functional part of the model, consisting a location and a residual function of the form:
Z_{i}(t)=∑_{j=1}^{q}β_{j}(t)*x_{ji}+\varepsilon_{i}(t),
and ε_{i}(t) are iid standard normal for each i and t. The residuals reported in the output of this functions is the estimation of the measurement error of the model i.e. ε_{i}(t)\timesσ^2, which is estimated by:
E(W_{i}(t)-Z_{i}(t)\mid Y_{i}(t)).
1 2 |
object |
a fitted |
standardized, unstandardized |
a |
... |
dot argument, just for consistency with the generic function |
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