Ulrich Halekoh
2004-Feb-24 11:37 UTC
[R] rstandard does not produce standardized residuals
Dear all, the application of the function rstandard() in the base package to a glm object does not produce residuals standardized to have variance one: the reason is that the deviance residuals are divided by the dispersion estimate and not by the square root of the estimate for the dispersion. Should the function not be changed to produce residuals with a variance about 1? R 1.8.1 on windows 2000 ulrich =============================================================Ulrich Halekoh, PhD Phone: +45 8999 1825 Biometry Research Unit Fax: +45 8999 1300 Danish Institute of Agricultural Sciences E-mail: ulrich.halekoh at agrsci.dk Research Centre Foulum, DK-8830 Tjele, Denmark
Prof Brian D Ripley
2004-Feb-24 12:13 UTC
[R] rstandard does not produce standardized residuals
This has laready been changed in the R-devel version (1.9.0 to be). Pre-test versions of that for Windows are available on CRAN.>From the NEWS fileo rstandard() was wrongly scaled for cases where summary(model)$dispersion != 1. and that ought to mention glm somewhere .... On Tue, 24 Feb 2004, Ulrich Halekoh wrote:> Dear all, > > > the application of the function rstandard() in the base package > to a glm object does not produce residuals standardized to > have variance one: > > the reason is that the deviance residuals are divided > by the dispersion estimate and not by the > square root of the estimate for the dispersion. > > Should the function not be changed to produce residuals > with a variance about 1? > > > R 1.8.1 on windows 2000 > > ulrich > > > =============================================================> Ulrich Halekoh, PhD Phone: +45 8999 1825 > Biometry Research Unit Fax: +45 8999 1300 > Danish Institute of Agricultural Sciences E-mail: ulrich.halekoh at agrsci.dk > Research Centre Foulum, DK-8830 Tjele, Denmark > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://www.stat.math.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html > >-- Brian D. Ripley, ripley at 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 272860 (secr) Oxford OX1 3TG, UK Fax: +44 1865 272595