Function to derive exact values of deletion (leave-one-out)
residuals for binomial regression models
Usage
exact.deletion(object)
Arguments
object
An object of class glm with a binomial family
Value
Details
The $i$th deletion residual is calculated subtracting the
deviances when fitting a linear logistic model to the full set of
$n$ observations and fitting the same model to a set of $n-1$
observations excluding the $i$th observation, for $i =
1,...,n$. This gives rise to $n+1$ fitting processes and may be
computationally heavy for large data sets.
Approximations to the deletion residuals, as described in Williams
(1987), are provided by rstudent.
Inconsistency regarding the terminology implies that the deletion
residuals are called different names in the litterature, including
likelihood residuals, studentized residuals, externally studentized
residuals, deleted studentized residuals and jack-knife
residuals. Conversely, some of these terms refer to different types of
residuals
References
Collett, D. (2003) Modelling binary data. Second
edition. Chapman & Hall/CRC.
Fox, J. (2002) An R and S-Plus Companion to Applied
Regression. Sage Publ.
Williams, D. A. (1987) Generalized linear model diagnostics using the
deviance and single case deletions. Applied Statistics36, 181-191.