Nothing
residuals.intReg <- function(object, ... ) {
## compute the generalized residuals:
## E(eps|x, interval)
##
if(disturbances(object) != "probit") {
stop("residuals for ", disturbances(object),
" disturbances not implemented")
}
int <- intervals(object)
io <- intervalObs(object)
l <- int[,"LB"]
u <- int[,"UB"]
beta <- coef(object)[object$param$index$beta]
# remove 'sigma' and other nuisance params
sigma <- coef(object)["sigma"]
mm <- model.matrix( object )
link <- drop( mm %*% beta )
eps <- numeric(nrow(int))
if(any(io)) {
## interval observations
LB <- int[io,"LB"]
UB <- int[io,"UB"]
eps[io] <- sigma*(dnorm((LB - link[io])/sigma) - dnorm((UB - link[io])/sigma))/
(pnorm((UB - link[io])/sigma) - pnorm((LB - link[io])/sigma))
}
if(!all(io)) {
## point observations: the conditional expectation is the mean of interval
eps[!io] <- (int[!io,"LB"] + int[!io,"UB"])/2 - link[!io]
}
return(eps)
}
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.