The distribution of Pearson residuals in generalized linear models

Gauss M. Cordeiro and Alexandre B. Simas

Computational Statistics & Data Analysis, 2009, vol. 53, issue 9, 3397-3411

Abstract: In general, the distribution of residuals cannot be obtained explicitly. In this paper we give an asymptotic formula for the density of Pearson residuals in continuous generalized linear models corrected to order n-1, where n is the sample size. We define a set of corrected Pearson residuals for these models that, to this order of approximation, have exactly the same distribution of the true Pearson residuals. An application to a real data set and simulation results for a gamma model illustrate the usefulness of our corrected Pearson residuals.

Date: 2009
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Citations: View citations in EconPapers (6)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:53:y:2009:i:9:p:3397-3411

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