qMNB function

Randomized quantile residual

Randomized quantile residual

randomized quantile residual is available to assess possible departures from the multivariate negative binomial model for fitting correlated data with overdispersion.

qMNB(par, formula, dataSet)

Arguments

  • par: the maximum likelihood estimates.
  • formula: The structure matrix of covariates of dimension n x p (in models that include an intercept x should contain a column of ones).
  • dataSet: data

Returns

Randomized quantile Residuals

Details

The randomized quantile residual (Dunn and Smyth, 1996), which follow a standard normal distribution is used to assess departures from the multivariate negative binomial model.

Examples

data(seizures) head(seizures) star <-list(phi=1, beta0=1, beta1=1, beta2=1, beta3=1) mod <- fit.MNB(formula=Y ~ trt + period + trt:period + offset(log(weeks)),star=star,dataSet=seizures,tab=FALSE) par <- mod$par names(par)<-c() res.q <- qMNB(par=par,formula=Y ~ trt + period + trt:period + offset(log(weeks)),dataSet=seizures) plot(res.q,ylim=c(-3,4.5),ylab="Randomized quantile residual", xlab="Index",pch=15,cex.lab = 1.5, cex = 0.6, bg = 5) abline(h=c(-2,0,2),lty=3) #identify(res.q) data(alzheimer) head(alzheimer) star <- list(phi=10,beta1=2, beta2=0.2) mod <- fit.MNB(formula = Y ~ trat, star = star, dataSet = alzheimer,tab=FALSE) par<- mod$par names(par) <- c() re.q <- qMNB(par=par,formula = Y ~ trat, dataSet = alzheimer) head(re.q)

References

  • Dunn, P. K. and Smyth, G. K. (1996). Randomized quantile residuals. Journal of Computational and Graphical Statistics, 5, 236-244.
  • Fabio, L. C., Villegas, C., Carrasco, J. M. F., and de Castro, M. (2021). D Diagnostic tools for a multivariate negative binomial model for fitting correlated data with overdispersion. Communications in Statistics - Theory and Methods. https://doi.org/10.1080/03610926.2021.1939380.

Author(s)

Jalmar M F Carrasco carrascojalmar@gmail.com, Cristian M Villegas Lobos master.villegas@gmail.com and Lizandra C Fabio lizandrafabio@gmail.com

  • Maintainer: Jalmar Carrasco
  • License: GPL (>= 2)
  • Last published: 2022-04-22

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