[R] residuals and glm
Hi all, I have some problems to compute the residuals from a glm model with binomial distribution. Suppose I have the following result : resfit-glm(y~x1+x2,weights=we,family=binomial(link=logit)) Now I would like to obtain the residuals . the command residuals(resfit) and the vector resfit$residuals give different results, and they do not correspond to residuals E(yi)-yi (that is resfit$fitted-resfit$y) so, I would like to know what formula is applied to compute these residuals. And moreover, if I want to compute the standardized residuals, what is the right command from the glmfit result. Is it (resfit$fitted-resfit$y)/sqrt(1/resfit$prior*resfit$fitt*(1-resfit$fitt)) ?? Thanks for your help, Olivier. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] residuals and glm
You really need to look at ?glm and ?residuals.glm. resfit$residuals are the *working* residuals, which are not typically very useful in themselves. Far better to use the extractor function. This enables you to obtain a number of different types of residuals, but the default (and therefore the type you have obtained) are deviance residuals. You can also specify other types, such as pearson residuals. Hope this helps. David On 22/02/07, Martin Olivier [EMAIL PROTECTED] wrote: Hi all, I have some problems to compute the residuals from a glm model with binomial distribution. Suppose I have the following result : resfit-glm(y~x1+x2,weights=we,family=binomial(link=logit)) Now I would like to obtain the residuals . the command residuals(resfit) and the vector resfit$residuals give different results, and they do not correspond to residuals E(yi)-yi (that is resfit$fitted-resfit$y) so, I would like to know what formula is applied to compute these residuals. And moreover, if I want to compute the standardized residuals, what is the right command from the glmfit result. Is it (resfit$fitted-resfit$y)/sqrt(1/resfit$prior*resfit$fitt*(1-resfit$fitt)) ?? Thanks for your help, Olivier. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- = David Barron Said Business School University of Oxford Park End Street Oxford OX1 1HP __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] residuals and glm
On Thu, 22 Feb 2007, Martin Olivier wrote: I have some problems to compute the residuals from a glm model with binomial distribution. Suppose I have the following result : resfit-glm(y~x1+x2,weights=we,family=binomial(link=logit)) Now I would like to obtain the residuals . the command residuals(resfit) and the vector resfit$residuals give different results, and they do not correspond to residuals E(yi)-yi (that is resfit$fitted-resfit$y) ?residuals.glm should help you, but note that residuals are always conventionally (observed - fitted), not as you give. ?glm tells you what resfit$residuals is, and it seems to be not what you think it is. so, I would like to know what formula is applied to compute these residuals. And moreover, if I want to compute the standardized residuals, what is the right command from the glmfit result. Is it (resfit$fitted-resfit$y)/sqrt(1/resfit$prior*resfit$fitt*(1-resfit$fitt)) ?? See ?rstandard and print(rstandard.glm). -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UKFax: +44 1865 272595 __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] residuals and glm
David Barron wrote: You really need to look at ?glm and ?residuals.glm. resfit$residuals are the *working* residuals, which are not typically very useful in themselves. Far better to use the extractor function. This enables you to obtain a number of different types of residuals, but the default (and therefore the type you have obtained) are deviance residuals. You can also specify other types, such as pearson residuals. Hope this helps. David And in the Design package's lrm and residuals.lrm function (called by resid(fit)) you can get partial residuals that when smoothed estimate covariate effects. I do prefer direct modeling instead of looking at any of the residuals though, e.g., adding nonlinear or interaction terms to logistic models. Usually I find that residuals in simple binary logistic models are most useful in checking for overly influential observations. Frank Harrell On 22/02/07, Martin Olivier [EMAIL PROTECTED] wrote: Hi all, I have some problems to compute the residuals from a glm model with binomial distribution. Suppose I have the following result : resfit-glm(y~x1+x2,weights=we,family=binomial(link=logit)) Now I would like to obtain the residuals . the command residuals(resfit) and the vector resfit$residuals give different results, and they do not correspond to residuals E(yi)-yi (that is resfit$fitted-resfit$y) so, I would like to know what formula is applied to compute these residuals. And moreover, if I want to compute the standardized residuals, what is the right command from the glmfit result. Is it (resfit$fitted-resfit$y)/sqrt(1/resfit$prior*resfit$fitt*(1-resfit$fitt)) ?? Thanks for your help, Olivier. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- Frank E Harrell Jr Professor and Chair School of Medicine Department of Biostatistics Vanderbilt University __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
