Hi Peter,
You are right, the dev.resids function does compute the square of the
deviance residuals.
Equivalently, dev.resids computes the d_i values, where d_i is the
contribution of the $i$th observation to the deviance. The d_i can be
defined directly and it is useful to have a function that returns these
values rather than their signed square root (the deviance residuals),
since they are used to compute the deviance in the glm algorithm and
elsewhere, as sum(d_i).
The name dev.resids may be a bit misleading, but it is essentially an
internal function, so it's not unreasonable for it to have a loose
interpretation ("a function that returns a function of the deviance
residuals").
However, it is less reasonable for the documentation to say something
misleading, so you could submit a bug report on that I guess.
Best regards,
Heather
Dr H Turner
Senior Research Fellow
Dept. of Statistics
The University of Warwick
Coventry
CV4 7AL
Tel: 024 76575870
Fax: 024 76524532
Url: www.warwick.ac.uk/go/heatherturner
Peter Dunn wrote:
> Hi all
>
> Consider the family function, as used by glm. The help page says the value
> of the family object is a list, one element of which is the following:
>
>
> dev.resids function giving the deviance residuals as a function of (y, mu,
> wt).
>
>
> But reading any of the family functions (eg poisson) shows that dev.resids
> is a function that computes the *square* of the deviance residuals (at least,
> by every definition I know of). Further, the deviance residuals returned by
> residuals.glm are essentially computed as the square root of dev.resids.
>
> Something seems amiss. The element dev.resids actually seems to compute
> the deviance residuals squared. I guess the help file could be changed to
> read:
>
>
> dev.resids function giving the square of the deviance residuals as a function
> of (y, mu, wt).
>
>
> ...but then, dev.resids still seems a misleading label, but that may so
> entrenched it will never changed.
>
> (By my definition, the square of the deviance residuals is not quite the unit
> deviance as the weights need to be incorporated differently, but others may
> disagree.)
>
> Of course, I could be way off track. I would appreciate enlightenment.
>
> P.
>
>
>
>
> Peter Dunn
> Biostatistician
> School of Health and Sport Science
> Faculty of Science, Health and Education
> University of the Sunshine Coast
>
> Tel: +61 7 5456 5085
> Fax: +61 7 5430 2896
> Email: [EMAIL PROTECTED]
> www.usc.edu.au
>
>
> CRICOS Provider Number: 01595D
>
> This communication is intended for the recipient only and should not be
> forwarded, distributed or otherwise read by others without express
> permission. The views expressed in this email are not necessarily those of
> the University of the Sunshine Coast.
>
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