Description Usage Arguments Details References See Also Examples
Extract various types of residuals from beta regression models: raw response residuals (observed - fitted), Pearson residuals (raw residuals scaled by square root of variance function), deviance residuals (scaled log-likelihood contributions), and different kinds of weighted residuals suggested by Espinheira et al. (2008).
1 2 3 4 |
object |
fitted model object of class |
type |
character indicating type of residuals. |
... |
currently not used. |
The definitions of all residuals are provided in Espinheira et al. (2008):
Equation 2 for "pearson"
, last equation on page 409 for "deviance"
,
Equation 6 for "weighted"
, Equation 7 for "sweighted"
, and
Equation 8 for "sweighted2"
.
Espinheira et al. (2008) recommend to use "sweighted2"
, hence this is
the default in the residuals()
method. Note, however, that these are
rather burdensome to compute because they require operations of O(n^2)
and hence might be prohibitively costly in large sample.
Cribari-Neto, F., and Zeileis, A. (2010). Beta Regression in R. Journal of Statistical Software, 34(2), 1–24. doi: 10.18637/jss.v034.i02
Espinheira, P.L., Ferrari, S.L.P., and Cribari-Neto, F. (2008). On Beta Regression Residuals. Journal of Applied Statistics, 35(4), 407–419.
Ferrari, S.L.P., and Cribari-Neto, F. (2004). Beta Regression for Modeling Rates and Proportions. Journal of Applied Statistics, 31(7), 799–815.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 | options(digits = 4)
data("GasolineYield", package = "betareg")
gy <- betareg(yield ~ gravity + pressure + temp10 + temp, data = GasolineYield)
gy_res <- cbind(
residuals(gy, type = "pearson"),
residuals(gy, type = "deviance"),
residuals(gy, type = "response"),
residuals(gy, type = "weighted"),
residuals(gy, type = "sweighted"),
residuals(gy, type = "sweighted2")
)
colnames(gy_res) <- c("pearson", "deviance", "response",
"weighted", "sweighted", "sweighted2")
pairs(gy_res)
|
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