[R] logistic model diagnostics residuals.lrm {design}, residuals()

[Frank E Harrell Jr]

Chaudhari, Bimal wrote:
> I am interested in a model diagnostic for logistic regression which is normally distributed (much like the residuals in linear regression with are ~ N(0,variance unknown).
> 
> My understanding is that most (all?) of the residuals returned by residuals.lrm {design} either don't have a well defined distribution or are distributed as Chi-Square.
> 
> Have I overlooked a residual measure or would it be possible to transform one of the residual measures into something reasonably 'normal' while retaining information from the residual so I could compare between models (obviously I could blom transform any of the measures, but then I'd always get a standard normal)?
> 
> Cheers,
> bimal

Hi Bimal,

What would make it necessary for the residuals to have a certain 
distribution?  Why would you expect a categorical Y variable to give 
risk to residuals with a nice distributions?

You can do residual diagnostics without worrying about the distribution.

Frank

> 
> Bimal P Chaudhari, MPH
> MD Candidate, 2011
> Boston University
> MS Candidate, 2010
> Washington University in St Louis
> 
> 
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-- 
Frank E Harrell Jr   Professor and Chairman        School of Medicine
                      Department of Biostatistics   Vanderbilt University