[R] extracting residuals from glm object

[Marc Schwartz]

On May 12, 2009, at 3:50 AM, utkarshsinghal wrote:

> Hi All,
>
> Can anybody explain why the following three ways of extracting  
> residuals from a glm object are giving me different outputs:
>
> > idv = runif(1000,0,1)
> > dv = rbinom(1000,1,0.5)
> > d = data.frame(idv,dv)
> > fit = glm(dv~idv, data=d, family=binomial)
>
> > head(residuals(fit))
>       1         2         3         4         5         6
> 1.216862 -1.161059 -1.156795  1.204759 -1.141068  1.201437
>
> > head(fit$residuals)
>       1         2         3         4         5         6
> 2.096724 -1.962126 -1.952454  2.066224 -1.917492  2.057981
>
> > head(d$dv-fit$fitted.values)
>        1          2          3          4          5          6
> 0.5230655 -0.4903489 -0.4878241  0.5160253 -0.4784855  0.5140869


set.seed(1)
idv <- runif(1000, 0, 1)
d <- data.frame(idv, dv)
fit <- glm(dv ~ idv, data = d, family = binomial)


 > head(fit$residuals)
         1         2         3         4         5         6
-1.957016 -1.960477 -1.967029 -1.978074 -1.954949 -1.977749

 > head(residuals(fit, type = "working"))
         1         2         3         4         5         6
-1.957016 -1.960477 -1.967029 -1.978074 -1.954949 -1.977749



 > head(d$dv - fit$fitted.values)
          1          2          3          4          5          6
-0.4890179 -0.4899201 -0.4916190 -0.4944577 -0.4884778 -0.4943746

 > head(residuals(fit, type = "response"))
          1          2          3          4          5          6
-0.4890179 -0.4899201 -0.4916190 -0.4944577 -0.4884778 -0.4943746


See ?glm and ?residuals.glm and read the information there regarding  
the type of residuals stored in the glm model object as opposed to the  
multiple types of residuals that can be returned by residuals.glm().  
See the references in ?residuals.glm for more information as per the  
Details section therein.

HTH,

Marc Schwartz