Re: [Rd] standardized residuals (rstandard & plot.lm) (PR#8367)

From: <ripley_at_stats.ox.ac.uk>
Date: Tue 06 Dec 2005 - 16:10:33 GMT


Curiously, I was just looking at that, since I believe the answer should be NaN, and some optimizing compilers/fast BLASes are not giving that. (There's an example in reg-test-3.R.) So I think we need to return NaN when hat is within rounding error of 1.

My take is that plot.lm should handle this: you will see most but not all cases have na.rm=TRUE in calculating ylim, but as Inf is theoretically impossible it has not been considered.

Note that plot.lm does not use rstandard and so needs a separate fix.

Thanks for the report

On Tue, 6 Dec 2005 Heather.Turner@warwick.ac.uk wrote:

> Full_Name: Heather Turner
> Version: 2.2.0
> OS: Windows XP
> Submission from: (NULL) (137.205.240.44)
>
>
> Standardized residuals as calculated by rstandard.lm, rstandard.glm and plot.lm
> are Inf/NaN rather than zero when the un-standardized residuals are zero. This
> causes plot.lm to break when calculating 'ylim' for any of the plots of
> standardized residuals. Example:
>
> "occupationalStatus" <-
> structure(as.integer(c(50, 16, 12, 11, 2, 12, 0, 0, 19, 40, 35,
> 20, 8, 28, 6, 3, 26, 34, 65, 58, 12, 102, 19, 14, 8,
> 18, 66, 110, 23, 162, 40, 32, 7, 11, 35, 40, 25, 90,
> 21, 15, 11, 20, 88, 183, 46, 554, 158, 126, 6, 8,
> 23,
> 64, 28, 230, 143, 91, 2, 3, 21, 32, 12, 177, 71,
> 106)
> ), .Dim = as.integer(c(8, 8)), .Dimnames =
> structure(list(origin = c("1", "2", "3", "4", "5", "6", "7",
> "8"),
> destination = c("1", "2", "3", "4", "5", "6", "7",
> "8")), .Names = c("origin", "destination")),
> class = "table")
> Diag <- as.factor(diag(1:8))
> Rscore <- scale(as.numeric(row(occupationalStatus)), scale = FALSE)
> Cscore <- scale(as.numeric(col(occupationalStatus)), scale = FALSE)
> Uniform <- glm(Freq ~ origin + destination + Diag +
> Rscore:Cscore, family = poisson, data = occupationalStatus)
> residuals(Uniform)[as.logical(diag(8))] #zero/near-zero

> rstandard(Uniform)[as.logical(diag(8))] #mostly Inf/NaN
> plot(Uniform) #breaks on qqnorm plot (or any 'which' > 1)
>
> This could be fixed by replacing standardized residuals with zero where the hat
> value is one, e.g.
> rstandard.glm <- function (model,
> infl = lm.influence(model, do.coef = FALSE),
> ...) {
> res <- infl$wt.res
> hat <- infl$hat
> ifelse(hat == 1, 0, res/sqrt(summary(model)$dispersion * (1 -
> infl$hat)))
> }
> etc.
>
> ______________________________________________
> R-devel@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-devel
>
>

-- 
Brian D. Ripley,                  ripley@stats.ox.ac.uk
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, UK                Fax:  +44 1865 272595

______________________________________________
R-devel@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-devel
Received on Wed Dec 07 04:15:58 2005

This archive was generated by hypermail 2.1.8 : Wed 07 Dec 2005 - 14:21:33 GMT