[R] residuals interpretation in logit lodel

[ripley@stats.ox.ac.uk]

Residuals for binomial models are quite tricky.  See

@InCollection{Davison.Snell.91,
  author       = "A. C. Davison and E. J. Snell",
  title        = "Residuals and diagnostics",
  crossref     = "Hinkley.ZZ.91",
  chapter      = "4",
  year         = "1991",
  comment      = "Reference from MASS",
}
@Book{Hinkley.ZZ.91,
  editor       = "D. V. Hinkley and N. Reid and E. J. Snell",
  booktitle    = "Statistical Theory and Modelling. In Honour of Sir David
                  Cox, {FRS}",
  title        = "Statistical Theory and Modelling. In Honour of Sir David
                  Cox, {FRS}",
  publisher    = "Chapman \& Hall",
  address      = "London",
  year         = "1991",
  comment      = "Reference from MASS",
}


On Thu, 20 Jun 2002, Robert Espesser wrote:

> I'm a bit confused with the residuals in a logit model.
>
> a) the standardized deviance residual distribution of my model is not
> close to the normal; it is rather "bimodal",
> with a gap around 0.  The variables I use  do not look so strange, so
> what does it mean ??
>
> b) For what use is the "response type" residual for  a binomial model ?
> Is there any sense to filtered out  the "extreme" values of the
> "response type"  residual ?
>
> (On the other hand, I'm already using   glm.diag, glm.diag.plots,
> etc...).
>
> Thanks for help.
> --
> Robert Espesser
> Laboratoire Parole et Langage  UMR 6057, CNRS
> 29 Av. Robert Schuman  13621 AIX    (FRANCE)
> Tel: +33 (0)4 42 95 36 26   Fax: +33 (0)4 42 59 50 96
> http://www.lpl.univ-aix.fr/~espesser
> mailto:Robert.Espesser at lpl.univ-aix.fr
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-- 
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

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