[R] residuals and glm

[Prof Brian Ripley]

On Thu, 22 Feb 2007, Martin Olivier wrote:

> I have some problems to compute the residuals from a glm model with 
> binomial distribution.
>
> Suppose I have the following result :
> resfit<-glm(y~x1+x2,weights=we,family=binomial(link="logit"))
>
> Now I would like to obtain the residuals . the command residuals(resfit) 
> and the vector resfit$residuals give different results, and they do not 
> correspond to residuals E(yi)-yi (that is resfit$fitted-resfit$y)

?residuals.glm should help you, but note that residuals are always 
conventionally (observed - fitted), not as you give.

?glm tells you what resfit$residuals is, and it seems to be not what you 
think it is.

> so, I would like to know what formula is applied to compute these 
> residuals. And moreover, if I want to compute the standardized 
> residuals, what is the right command from the glmfit result. Is it 
> (resfit$fitted-resfit$y)/sqrt(1/resfit$prior*resfit$fitt*(1-resfit$fitt)) 
> ??

See ?rstandard and print(rstandard.glm).

-- 
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