rmodified: Extract Modified Residuals

In fit.models: fit.models

Description

Extract the modified residuals

r_{i} = e_{i} / sqrt{1 - h_{ii}}

from a fitted model object.

Usage

rmodified(object, ...)
## Default S3 method:
rmodified(object, ...)

Arguments

object	a fitted model object containing a qr component and residuals.
...	additional arguments are passed to the dispatched method.

Details

The modified residuals are rescaled to have variance σ^{2} (as opposed to the standardized residuals which have variance 1). In the context of the fit.models package, the modified residuals are preferred since diagnostic plots of the modified residuals will emphasize differences between residual scale estimates.

The name modified residuals comes from model-based resampling (bootstrap). See, for example, section 6.6 in MASS.

Value

a numeric vector containing the modified residuals.

References

MASS: Venables, W. N. & Ripley, B. D. (2002) Modern Applied Statistics with S. Fourth Edition. Springer, New York. ISBN 0-387-95457-0

Examples

## Example from lm:
ctl <- c(4.17,5.58,5.18,6.11,4.50,4.61,5.17,4.53,5.33,5.14)
trt <- c(4.81,4.17,4.41,3.59,5.87,3.83,6.03,4.89,4.32,4.69)
group <- gl(2,10,20, labels=c("Ctl","Trt"))
weight <- c(ctl, trt)
lm.D9 <- lm(weight ~ group)

rmodified(lm.D9)

fit.models documentation built on May 2, 2019, 4:44 p.m.