On Pearson's residuals in generalized linear models

Gauss M. Cordeiro

Statistics & Probability Letters, 2004, vol. 66, issue 3, 213-219

Abstract: 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.

Keywords: Exponential; family; Generalized; linear; model; Link; function; Log-linear; model; Pearson; residual (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (1)

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