Extract Model Residuals

Usage

# S3 method for class 'mlmodel'
residuals(object, type = c("response", "pearson"), ...)

Arguments

object: An mlmodel object.
type: Character string. Type of residuals to return. Currently supported: "response" (default) or "pearson".
...: Further arguments passed to methods (currently not used).

Value

A numeric vector of residuals aligned to the original data frame. Observations dropped during estimation (due to NAs or subset) return NA.

Details

"response" residuals are the raw residuals: observed minus fitted values.

"pearson" residuals are standardized by the model-implied standard deviation: \((y - \hat{y}) / \sqrt{\text{Var}(y)}\). For Poisson models they use \(\sqrt{\hat{\mu}}\), for binary models \(\sqrt{\hat{p}(1-\hat{p})}\), and for other models the appropriate variance from predict(object, type = "var") or type = "var_y".