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brms (version 1.1.0)

residuals.brmsfit: Extract Model Residuals from brmsfit Objects

Description

Extract Model Residuals from brmsfit Objects

Usage

"residuals"(object, newdata = NULL, re_formula = NULL, type = c("ordinary", "pearson"), method = c("fitted", "predict"), allow_new_levels = FALSE, incl_autocor = TRUE, subset = NULL, nsamples = NULL, sort = FALSE, summary = TRUE, robust = FALSE, probs = c(0.025, 0.975), ...)

Arguments

object
An object of class brmsfit
newdata
An optional data.frame for which to evaluate predictions. If NULL (default), the orginal data of the model is used.
re_formula
formula containing random effects to be considered in the prediction. If NULL (default), include all random effects; if NA, include no random effects.
type
The type of the residuals, either "ordinary" or "pearson". More information is provided under 'Details'.
method
Indicates the method to compute model implied values. Either "fitted" (predicted values of the regression curve) or "predict" (predicted response values). Using "predict" is recommended but "fitted" is the current default for reasons of backwards compatibility.
allow_new_levels
A flag indicating if new levels of random effects are allowed (defaults to FALSE). Only relevant if newdata is provided.
incl_autocor
A flag indicating if autocorrelation parameters should be included in the predictions. Defaults to TRUE.
subset
A numeric vector specifying the posterior samples to be used. If NULL (the default), all samples are used.
nsamples
Positive integer indicating how many posterior samples should be used. If NULL (the default) all samples are used. Ignored if subset is not NULL.
sort
Logical. Only relevant for time series models. Indicating whether to return predicted values in the original order (FALSE; default) or in the order of the time series (TRUE).
summary
Should summary statistics (i.e. means, sds, and 95% intervals) be returned instead of the raw values? Default is TRUE.
robust
If FALSE (the default) the mean is used as the measure of central tendency and the standard deviation as the measure of variability. If TRUE, the median and the median absolute deivation (MAD) are applied instead. Only used if summary is TRUE.
probs
The percentiles to be computed by the quantile function. Only used if summary is TRUE.
...
Currently ignored

Value

Model residuals. If summary = TRUE this is a N x C matrix and if summary = FALSE a S x N matrix, where S is the number of samples, N is the number of observations, and C is equal to length(probs) + 2.

Details

Residuals of type ordinary are of the form $R = Y - Yp$, where $Y$ is the observed and $Yp$ is the predicted response. Residuals of type pearson are of the form $R = (Y - Yp) / SD(Y)$, where $SD(Y)$ is an estimation of the standard deviation of $Y$. Currently, residuals.brmsfit does not support categorical or ordinal models.

Examples

Run this code
## Not run: 
# ## fit a model
# fit <- brm(rating ~ treat + period + carry + (1|subject), 
#            data = inhaler, cluster = 2)
# 
# ## extract residuals 
# res <- residuals(fit, summary = TRUE)
# head(res)
# ## End(Not run)

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