On Pearson's residuals in generalized linear models

A rigorous asymptotic theory for Pearson residuals in generalized linear models is not yet available. We give matrix formulae of order n-1, where n is the sample size, for the first two moments of these residuals. The formulae are applicable to many regression models in common use. We suggest adjusted Pearson residuals in these models with approximately zero mean and unit variance.

MoreLess

Year of publication:	2004
Authors:	Cordeiro, Gauss M.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 66.2004, 3, p. 213-219
Publisher:	Elsevier
Keywords:	Exponential family Generalized linear model Link function Log-linear model Pearson residual

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254203