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Source: Hedderich, Sachs and Reynarowych, Applied Statistics: Methods Using R, section 8.4.5 "Residual Analysis", printed pages 837-838, equations (8.67), (8.68) and (8.69).

Usage

Lrresid(y, pihat, n = NULL, hat = NULL)

Arguments

y

Observed counts of successes; 0/1 for ungrouped data.

pihat

Fitted probabilities, strictly inside (0, 1).

n

Binomial denominators; defaults to all ones.

hat

Optional hat-matrix diagonal; enables delta_d (8.69).

Value

list: pearson, deviance, D, n, and with hat also hat, delta_d.

Details

Pearson residuals (8.67): r_i = (y_i - n_i p_i) / sqrt(n_i p_i (1 - p_i)).

Model deviance and deviance residuals (8.68): D = sum d_i^2 with \(d_i = sign(y_i - n_i p_i) sqrt(2 [y_i log(y_i / (n_i p_i)) + (n_i - y_i) log((n_i - y_i) / (n_i (1 - p_i)))])\).

BOOK ERRATUM in (8.68): the printed radicand is -2(y log(y/(n p))) + (n - y) log(...). Read literally the leading factor is -2 on the first term only, which makes the radicand negative for a well-fitting observation and the square root imaginary. The bracket is the Kullback-Leibler divergence of the saturated model from the fitted one and is non-negative, so the factor is +2 over the whole bracket – the standard published binomial deviance residual, and the one base R returns from residuals(fit, "deviance"), against which this is anchored. The sign is sign(y_i - n_i p_i), which the book writes as the leading +/-.

Influence measure (8.69): Delta D_i = d_i^2 + r_i^2 h_ii / (1 - h_ii), given on page 838 as R code \(idev <- deviance.resid^2 + pearson.resid^2 * hats/(1-hats)\).

Terms 0 log 0 arising when y_i = 0 or y_i = n_i are taken as 0.

Examples

Lrresid(c(0, 1), c(0.3, 0.7))$D
#> [1] 1.4267