[R] Deviance Residuals

[David Winsemius]

On Aug 20, 2010, at 8:25 AM, Iasonas Lamprianou wrote:

> Thanks, I'll try to put my hands on the reference
> By the way, would it be easier if I just checked out the code by  
> which the glm function computes the residuals? Or maybe this is not  
> a very good idea. And if it is, how can I check out the source, I  
> never really found out!
>

the glm functions calls glm.fit and in the middle of the glm.fit  
function is this call to a Fortran routine:

fit <- .Fortran("dqrls", qr = x[good, ] * w, n = ngoodobs,
                 p = nvars, y = w * z, ny = 1L, tol = min(1e-07,
                   control$epsilon/1000), coefficients = double(nvars),
                 residuals = double(ngoodobs), effects =  
double(ngoodobs),
                 rank = integer(1L), pivot = 1L:nvars, qraux =  
double(nvars),
                 work = double(2 * nvars), PACKAGE = "base")

So unless you read Fortran, you may be out of luck, and generally  
those who do read Fortran already know how to get at source code  
without asking on mailing list. But if you want to pursue an effort at  
viewing the source, try reading Ligges' article, "Accessing the  
sources", in:

http://cran.r-project.org/doc/Rnews/Rnews_2006-4.pdf

-- 
David

> jason
>
> Dr. Iasonas Lamprianou
>
>
> Assistant Professor (Educational Research and Evaluation)
> Department of Education Sciences
> European University-Cyprus
> P.O. Box 22006
> 1516 Nicosia
> Cyprus
> Tel.: +357-22-713178
> Fax: +357-22-590539
>
>
> Honorary Research Fellow
> Department of Education
> The University of Manchester
> Oxford Road, Manchester M13 9PL, UK
> Tel. 0044  161 275 3485
> iasonas.lamprianou at manchester.ac.uk
>
>
> --- On Fri, 20/8/10, David Winsemius <dwinsemius at comcast.net> wrote:
>
>> From: David Winsemius <dwinsemius at comcast.net>
>> Subject: Re: [R] Deviance Residuals
>> To: "Iasonas Lamprianou" <lamprianou at yahoo.com>
>> Cc: r-help at r-project.org
>> Date: Friday, 20 August, 2010, 13:20
>>
>> On Aug 20, 2010, at 5:54 AM, Iasonas Lamprianou wrote:
>>
>>> Dear all,
>>>
>>> I am running a logistic regression and this is the
>> output:
>>>
>>> glm(formula = educationUniv ~ brncntr, family =
>> binomial)
>>>
>>> Deviance Residuals:
>>>     Min
>>    1Q   Median
>>    3Q      Max  #
>> αυτά είναι τα υπόλοιπα
>>> -0.8825  -0.7684
>> -0.7684   1.5044   1.6516
>>>
>>> Coefficients:
>>>             Estimate Std.
>> Error z value Pr(>|z|)
>>> (Intercept) -1.06869    0.01155
>> -92.487   <2e-16 ***
>>> brncntrNo    0.32654
>> 0.03742   8.726   <2e-16
>> ***
>>> ---
>>> Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05
>> '.' 0.1 ' ' 1
>>>
>>> (Dispersion parameter for binomial family taken to be
>> 1)
>>>
>>> Null deviance: 49363  on 42969  degrees of
>> freedom
>>> Residual deviance: 49289  on 42968  degrees
>> of freedom
>>> AIC: 49293
>>>
>>>
>>> I thought that the residuals should all be restricted
>> in the range 0 to 1 (since I am predicting a binary
>> outcome).
>>
>> The internal regression calculations are done on the
>> log-odds scale so the working residuals are on that scale.
>> Those are stored in the glm.obj as the "residuals" item. I
>> believe that if you tried mean(glm.obj$residuals) you should
>> get 0.  Presumably the deviance residuals are offered
>> in preference to the working residuals because the deviance
>> residual's use as an influence measure is made readily
>> interpretable by reference to chi-square statistics. Page
>> 205 of the Hastie and Pregibon citation has all the
>> definitions.
>>
>> --David.
>>
>>
>>
>>> I read many posts on this list and I realized that
>> there are four(!?) different types of residuals. I need a
>> simple account of these four types of residuals, if anyone
>> can help it will be great.
>>>
>>> residuals(glm1, "response")
>>> residuals(glm1, "pearson")
>>> residuals(glm1, "deviance")
>>> residuals(glm1, "working") - especially this one
>> confuses me a lot!
>>>
>>> What is the "working" option and how is this
>> different?
>>>
>>> Thank you
>>> Jason
>>>
>>> Dr. Iasonas Lamprianou
>>>
>> --
>> David Winsemius, MD
>> West Hartford, CT
>>
>>
>
>
>

David Winsemius, MD
West Hartford, CT