Description Usage Arguments Details Value Author(s)
Score residuals for detecting outlying subjects.
1 | scoreresid.msm(x, plot=FALSE)
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x |
A fitted multi-state model, as returned by
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plot |
If |
The score residual for a single subject is
U(theta)^T I(theta)^{-1} U(theta)
where U(theta) is the vector of first derivatives of the log-likelihood for that subject at maximum likelihood estimates theta, and theta is the observed Fisher information matrix, that is, the matrix of second derivatives of minus the log-likelihood for that subject at theta.
Subjects with a higher influence on the maximum likelihood estimates will have higher score residuals.
These are only available for models with analytic derivatives (which includes all non-hidden and most hidden Markov models).
Vector of the residuals, named by subject identifiers.
Andrew Titman a.titman@lancaster.ac.uk (theory), Chris Jackson chris.jackson@mrc-bsu.cam.ac.uk (code)
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