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Residual components in generalized linear models
Author(s) -
Brant Rollin
Publication year - 1987
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3315200
Subject(s) - residual , generalized linear model , component (thermodynamics) , mathematics , variance components , linear model , generalized linear mixed model , econometrics , variance (accounting) , statistics , algorithm , physics , economics , thermodynamics , accounting
The adequacy of a postulated generalized linear model can often be improved by transforming predictors and/or including additional explanatory variables. To assess the fit relative to a given predictor, we define its corresponding residual component. Asymptotic bias and variance of the residual component are considered, paying particular attention to the case that the presumed model is valid.