On Wald Residuals in Generalized Linear Models

被引：4

作者：

Urbano, Mariana Ragassi ^{[1
]}

Borges Demetrio, Clarice Garcia ^{[1
]}

Cordeiro, Gauss Moutinho ^{[2
]}

机构：

[1] Univ Sao Paulo, Dept Ciencias Exatas, Escola Super Agr Luiz de Queiroz, BR-13418900 Piracicaba, Brazil

[2] Univ Fed Rural Pernambuco, Dept Estat & Informat, Recife, PE, Brazil

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2012年 / 41卷 / 04期

关键词：

Adjusted Wald residual; Bias correction; Exponential family; Generalized linear model; Link function; Taylor series expansion; Wald residual; NONLINEAR MODELS;

D O I：

10.1080/03610926.2010.529537

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A rigorous asymptotic theory for Wald residuals in generalized linear models is not yet available. The authors provide matrix formulae of order O(n(-1)), where n is the sample size, for the first two moments of these residuals. The formulae can be applied to many regression models widely used in practice. The authors suggest adjusted Wald residuals to these models with approximately zero mean and unit variance. The expressions were used to analyze a real dataset. Some simulation results indicate that the adjusted Wald residuals are better approximated by the standard normal distribution than the Wald residuals.

引用

页码：741 / 758

页数：18

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