[R] rstandard does not produce standardized residuals
Prof Brian D Ripley
ripley at stats.ox.ac.uk
Tue Feb 24 13:13:11 CET 2004
This has laready been changed in the R-devel version (1.9.0 to be).
Pre-test versions of that for Windows are available on CRAN.
>From the NEWS file
o rstandard() was wrongly scaled for cases where
summary(model)$dispersion != 1.
and that ought to mention glm somewhere ....
On Tue, 24 Feb 2004, Ulrich Halekoh wrote:
> Dear all,
> the application of the function rstandard() in the base package
> to a glm object does not produce residuals standardized to
> have variance one:
> the reason is that the deviance residuals are divided
> by the dispersion estimate and not by the
> square root of the estimate for the dispersion.
> Should the function not be changed to produce residuals
> with a variance about 1?
> R 1.8.1 on windows 2000
> Ulrich Halekoh, PhD Phone: +45 8999 1825
> Biometry Research Unit Fax: +45 8999 1300
> Danish Institute of Agricultural Sciences E-mail: ulrich.halekoh at agrsci.dk
> Research Centre Foulum, DK-8830 Tjele, Denmark
> R-help at stat.math.ethz.ch mailing list
> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272860 (secr)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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