residuals.betareg {betareg}R Documentation

Residuals Method for betareg Objects

Description

Extract various types of residuals from beta regression models: raw response residuals (observed - fitted), Pearson residuals (raw residuals scaled by square root of variance function), deviance residuals (scaled log-likelihood contributions), and different kinds of weighted residuals suggested by Espinheira et al. (2008).

Usage

## S3 method for class 'betareg':
residuals(object,
  type = c("sweighted2", "deviance", "pearson", "response", "weighted", "sweighted"),
  ...)

Arguments

object fitted model object of class "betareg".
type character indicating type of residuals.
... currently not used.

Details

The definitions of all residuals are provided in Espinheira et al. (2008): Equation 2 for "pearson", last equation on page 409 for "deviance", Equation 6 for "weighted", Equation 7 for "sweighted", and Equation 8 for "sweighted2".

Espinheira et al. (2008) recommend to use "sweighted2", hence this is the default in the residuals() method.

References

Espinheira, P.L., Ferrari, S.L.P., and Cribari-Neto, F. (2008). On Beta Regression Residuals. Journal of Applied Statistics, 35(4), 407–419.

Ferrari, S.L.P., and Cribari-Neto, F. (2004). Beta Regression for Modeling Rates and Proportions. Journal of Applied Statistics, 31(7), 799–815.

See Also

betareg

Examples

data("GasolineYield", package = "betareg")

gy <- betareg(yield ~ gravity + pressure + temp10 + temp, data = GasolineYield)

gy_res <- cbind(
  residuals(gy, type = "pearson"),
  residuals(gy, type = "deviance"),
  residuals(gy, type = "response"),
  residuals(gy, type = "weighted"),
  residuals(gy, type = "sweighted"),
  residuals(gy, type = "sweighted2")
)
colnames(gy_res) <- c("pearson", "deviance", "response",
  "weighted", "sweighted", "sweighted2")
pairs(gy_res)

[Package betareg version 2.1-2 Index]