[R] Understanding glm family documentation: dev.resids

[Heather Turner]

Hi Peter,

You are right, the dev.resids function does compute the square of the
deviance residuals.

Equivalently, dev.resids computes the d_i values, where d_i is the
contribution of the $i$th observation to the deviance. The d_i can be
defined directly and it is useful to have a function that returns these
values rather than their signed square root (the deviance residuals),
since they are used to compute the deviance in the glm algorithm and
elsewhere, as sum(d_i).

The name dev.resids may be a bit misleading, but it is essentially an
internal function, so it's not unreasonable for it to have a loose
interpretation ("a function that returns a function of the deviance
residuals").

However, it is less reasonable for the documentation to say something
misleading, so you could submit a bug report on that I guess.

Best regards,

Heather

Dr H Turner
Senior Research Fellow
Dept. of Statistics
The University of Warwick
Coventry
CV4 7AL

Tel: 024 76575870
Fax: 024 76524532
Url: www.warwick.ac.uk/go/heatherturner


Peter Dunn wrote:
> Hi all
> 
> Consider the  family  function, as used by glm.  The help page says the value of the family object is a list, one element of which is the following:
> 
> 
> dev.resids function giving the deviance residuals as a function of (y, mu, wt). 
> 
> 
> But reading any of the family functions (eg  poisson) shows that  dev.resids  is a function that computes the *square* of the deviance residuals (at least, by every definition I know of).  Further, the deviance residuals returned by  residuals.glm  are essentially computed as the square root of  dev.resids.
> 
> Something seems amiss.  The element  dev.resids  actually seems to compute the deviance residuals squared.  I guess the help file could be changed to read:
> 
> 
> dev.resids function giving the square of the deviance residuals as a function of (y, mu, wt). 
> 
> 
> ...but then,  dev.resids  still seems a misleading label, but that may so entrenched it will never changed.
> 
> (By my definition, the square of the deviance residuals is not quite the unit deviance as the weights need to be incorporated differently, but others may disagree.)
> 
> Of course, I could be way off track.  I would appreciate enlightenment.
> 
> P.
> 
> 
> 
> 
> Peter Dunn
> Biostatistician
> School of Health and Sport Science
> Faculty of Science, Health and Education
> University of the Sunshine Coast
>  
> Tel: +61 7 5456 5085
> Fax: +61 7 5430 2896
> Email: pdunn2 at usc.edu.au
> www.usc.edu.au
> 
> 
> CRICOS Provider Number: 01595D
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