[Rd] Standardized Pearson residuals (and score tests)

[Gordon K Smyth]

Hi Peter and others,

If it helps, I wrote a small function glm.scoretest() for the statmod 
package on CRAN to compute score tests from glm fits.  The score test for 
adding a covariate, or any set of covariates, can be extracted very neatly 
from the standard glm output, although you probably already know that.

Regards
Gordon

---------------------------------------------
Professor Gordon K Smyth,
NHMRC Senior Research Fellow,
Bioinformatics Division,
Walter and Eliza Hall Institute of Medical Research,
1G Royal Parade, Parkville, Vic 3052, Australia.
smyth at wehi.edu.au
http://www.wehi.edu.au
http://www.statsci.org/smyth

> Date: Tue, 15 Mar 2011 12:17:46 +0100
> From: peter dalgaard <pdalgd at gmail.com>
> To: Brett Presnell <presnell at stat.ufl.edu>
> Cc: r-devel at r-project.org
> Subject: Re: [Rd] Standardized Pearson residuals
>
>
> On Mar 15, 2011, at 04:40 , Brett Presnell wrote:
>
>>>> Background: I'm currently teaching an undergrad/grad-service course 
>>>> from Agresti's "Introduction to Categorical Data Analysis (2nd edn)" 
>>>> and deviance residuals are not used in the text.  For now I'll just 
>>>> provide the students with a simple function to use, but I prefer to 
>>>> use R's native capabilities whenever possible.
>>>
>>> Incidentally, chisq.test will have a stdres component in 2.13.0 for 
>>> much the same reason.
>>
>> Thank you.  That's one more thing I won't have to provide code for 
>> anymore.  Coincidentally, Agresti mentioned this to me a week or two 
>> ago as something that he felt was missing, so that's at least two 
>> people who will be happy to see this added.
>>
>
> And of course, I was teaching a course based on Agresti & Franklin: 
> "Statistics, The Art and Science of Learning from Data", when I realized 
> that R was missing standardized residuals.
>
>
>> It would also be nice for teaching purposes if glm or summary.glm had a 
>> "pearsonchisq" component and a corresponding extractor function, but I 
>> can imagine that there might be arguments against it that haven't 
>> occured to me.  Plus, I doubt that anyone wants to touch glm unless 
>> it's to repair a bug. If I'm wrong about all that though, ...
>>
> Hmm, how would that work? If there was one, I'd worry that people would 
> start subtracting them which is usually not the right thing to do. I do 
> miss having a test on the residual deviance occasionally (even though it 
> is only sometimes meaningful), having to fit a saturated model 
> explicitly can be a bit silly. E.g. in this case (homogeneity of birth 
> rates):
>
>> anova(glm(births~month,poisson,data=bb), test="Chisq")
> ...
>      Df Deviance Resid. Df Resid. Dev P(>|Chi|)
> NULL                     11     225.98
> month 11   225.98         0       0.00 < 2.2e-16 ***
>> anova(glm(births~1,poisson,data=bb), test="Chisq")
> ...
>     Df Deviance Resid. Df Resid. Dev P(>|Chi|)
> NULL                    11     225.98
>
> Notice that the latter version gives me the correct deviance but no 
> p-value.
>
>
> A better support for generic score tests could be desirable too. I 
> suspect that this would actually be the Pearson Chi-square in the 
> interesting cases.
>
> -- 
> Peter Dalgaard
> Center for Statistics, Copenhagen Business School
> Solbjerg Plads 3, 2000 Frederiksberg, Denmark
> Phone: (+45)38153501
> Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com

______________________________________________________________________
The information in this email is confidential and intend...{{dropped:4}}