residuals.maxlogL: Extract Residuals from maxlogL model.
Description
![[Experimental]](figures/lifecycle-experimental.svg?package=EstimationTools&version=4.0.0)
residuals.,axlogL is the maxlogLreg specific method for the
generic function residuals which extracts the residuals from a fitted model.
Usage
# S3 method for maxlogL
residuals(object, parameter = NULL, type = c("deviance", "response"), ...)Arguments
- object
an object of
maxlogLclass which summary is desired.- parameter
a character which specifies the parameter whose normalized quantile residuals will be computed.
- type
a character with the type of residuals to be computed required. The default value is
type = "rqres", which is used to compute the normalized randomized quantile residuals.- ...
for extra arguments.
Author
Jaime Mosquera Gutiérrez, jmosquerag@unal.edu.co
Details
For type = "deviance", the residuals are computed using the following
expression
$$r^D_i = \mbox{sign}(y_i - \hat{\mu}_i) d_i^{1/2},$$
where \(d_i\) is the residual deviance of each data point. In this context,
\(\hat{\mu}\) is the estimated mean, computed as the expected value using
the estimated parameters of a fitted maxlogLreg model.
On the other hand, for type = "response" the computation is simpler
$$r^R_i = (y_i - \hat{\mu}_i).$$