residuals.emfrail function

Residuals for frailty models

## S3 method for class 'emfrail'
residuals(object, type = "group", ...)

Arguments

• object: An emfrail object
• type: One of cluster or individual
• ...: Other arguments

Returns

A vector corresponding to the Martingale residuals, either for each cluster or for each individual (row of the data).

Details

For cluster $i$, individual $j$ and observation row $k$, we write the cumulative hazard contribution as

where $\Lambda_{0, ijk}$ is the baseline cumulative hazard correspinding to the row $(i,j,k)$.

When type == "individual", the returned residuals are equal to $z_i \Lambda_{ijk}$ where $z_i$ is the estimated frailty in cluster $i$. When type == "cluster", the returned residuals are equal to $\sum_{j,k} \Lambda_{ijk}$,