# Re: [Rd] Standardized Pearson residuals

From: peter dalgaard <pdalgd_at_gmail.com>
Date: Mon, 14 Mar 2011 23:32:49 +0100

>
> Is there any reason that rstandard.glm doesn't have a "pearson" option?
> And if not, can it be added?

Probably... I have been wondering about that too. I'm even puzzled why it isn't the default. Deviance residuals don't have quite the properties that one might expect, e.g. in this situation, the absolute residuals sum pairwise to zero, so you'd expect that the standardized residuals be identical in absolute value

> y <- 1:4
> r <- c(0,0,1,1)
> c <- c(0,1,0,1)
> rstandard(glm(y~r+c,poisson))

1 2 3 4 -0.2901432 0.2767287 0.2784603 -0.2839995

in comparison,

> i <- influence(glm(y~r+c,poisson))
> i\$pear.res/sqrt(1-i\$hat)

1 2 3 4 -0.2817181 0.2817181 0.2817181 -0.2817181

The only thing is that I'm always wary of tampering with this stuff, for fear of finding out the hard way why thing are the way they are....

>
> Agresti's "Introduction to Categorical Data Analysis (2nd edn)" and
> deviance residuals are not used in the text. For now I'll just provide
> the students with a simple function to use, but I prefer to use R's
> native capabilities whenever possible.

Incidentally, chisq.test will have a stdres component in 2.13.0 for much the same reason.

>
> I think something along the following lines should do it:
>
> rstandard.glm <-
> function(model,
> infl=influence(model, do.coef=FALSE),
> type=c("deviance", "pearson"), ...)
> {
> res <- switch(type, pearson = infl\$pear.res, infl\$dev.res)
> res <- res/sqrt(1-infl\$hat)
> res[is.infinite(res)] <- NaN
> res
> }
>
> ______________________________________________
> R-devel_at_r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-devel

```--
Peter Dalgaard
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd.mes_at_cbs.dk  Priv: PDalgd_at_gmail.com

______________________________________________
R-devel_at_r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-devel
```
Received on Mon 14 Mar 2011 - 22:36:36 GMT

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Tue 15 Mar 2011 - 06:50:30 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-devel. Please read the posting guide before posting to the list.