static MultinomialResults.resid_misclassified()

statsmodels.discrete.discrete_model.MultinomialResults.resid_misclassified

static MultinomialResults.resid_misclassified() [source]

Residuals indicating which observations are misclassified.

Notes

The residuals for the multinomial model are defined as

where is the index of the category for the endogenous variable and is the index of the predicted probabilities for each category. That is, the residual is a binary indicator that is 0 if the category with the highest predicted probability is the same as that of the observed variable and 1 otherwise.