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SMPracticals (version 1.4-3.1)

glm.diag: Generalized Linear Model Diagnostics

Description

Calculates jackknife deviance residuals, standardized deviance residuals, standardized Pearson residuals, approximate Cook statistic, leverage and estimated dispersion.

Usage

# S3 method for diag
glm(glmfit)

Value

A list containing the following items:

res

The vector of jackknife deviance residuals.

rd

The vector of standardized deviance residuals.

rp

The vector of standardized Pearson residuals.

cook

The vector of approximate Cook statistics.

h

The vector of leverages of the observations.

sd

The value used to standardize the residuals. This is the the estimate of residual standard deviation in the Gaussian family and is the square root of the estimated shape parameter in the Gamma family. In all other cases it is 1.

Arguments

glmfit

glmfit is a glm.object or a lm.object - the result of a call to glm() or lm()

Author

Anthony Davison <anthony.davison@epfl.ch>

References

Davison, A.C. and Snell, E.J. (1991) Residuals and diagnostics. In Statistical Theory and Modelling: In Honour of Sir David Cox. D.V. Hinkley, N. Reid and E.J. Snell (editors), 83-106. Chapman and Hall.

See Also

glm,lm,plot.glm.diag,summary.glm