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The GENMOD Procedure |
Residuals |
The GENMOD procedure computes three kinds of residuals. Residuals are available for all generalized linear models except multinomial models for ordinal response data, for which residuals are not available. Raw residuals and Pearson residuals are available for models fit with generalized estimating equations (GEEs).
The raw residual is defined as
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where is the
th response and
is the corresponding predicted mean. You can request raw residuals in an output data set with the keyword RESRAW in the OUTPUT statement.
The Pearson residual is the square root of the th contribution to the Pearson’s chi-square:
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You can request Pearson residuals in an output data set with the keyword RESCHI in the OUTPUT statement.
Finally, the deviance residual is defined as the square root of the contribution of the th observation to the deviance, with the sign of the raw residual:
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You can request deviance residuals in an output data set with the keyword RESDEV in the OUTPUT statement.
The adjusted Pearson, deviance, and likelihood residuals are defined by Agresti (2002), Williams (1987), and Davison and Snell (1991). These residuals are useful for outlier detection and for assessing the influence of single observations on the fitted model.
For the generalized linear model, the variance of the th individual observation is given by
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where is the dispersion parameter,
is a user-specified prior weight (if not specified,
),
is the mean, and
is the variance function. Let
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for the th observation, where
is the derivative of the link function, evaluated at
. Let
be the diagonal matrix with
denoting the
th diagonal element. The weight matrix
is used in computing the expected information matrix.
Define as the
th diagonal element of the matrix
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The Pearson residuals, standardized to have unit asymptotic variance, are given by
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You can request standardized Pearson residuals in an output data set with the keyword STDRESCHI in the OUTPUT statement. The deviance residuals, standardized to have unit asymptotic variance, are given by
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where is the contribution to the total deviance from observation
, and
is 1 if
is positive and
if
is negative. You can request standardized deviance residuals in an output data set with the keyword STDRESDEV in the OUTPUT statement. The likelihood residuals are defined by
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You can request likelihood residuals in an output data set with the keyword RESLIK in the OUTPUT statement.
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Copyright © 2009 by SAS Institute Inc., Cary, NC, USA. All rights reserved.