[R] residuals in multinom
Prof Brian Ripley
ripley at stats.ox.ac.uk
Mon May 17 14:49:50 CEST 2004
A multinom model is not a glm, and its residuals() method follows the
arguments of the generic and so is not otherwise documented. You got what
?residuals tells you.
There is no analogue of `working': the model is not fitted by IWLS, and
the linear predictor is multidimensional.
One could calculate deviance and Pearson residuals, but I have never seen
them used for multinom model. It is not entirely clear how one would
define Pearson residuals as there are K outcomes: do you want all K or
only the one that happened?
On Mon, 17 May 2004, Schmidt.Matthias (FORST) wrote:
> is there a possibility to calculate the different "types" of residuals
> directly using the multinom function from MASS as it is possible for the
> functions gam, glm
> using type="deviance" or "working" or "pearson" or "response"? I tried it
> but got always the "response" type, I guess.
--
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 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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