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static ProbitResults.resid_pearson()

statsmodels.discrete.discrete_model.ProbitResults.resid_pearson

static ProbitResults.resid_pearson()

Pearson residuals

Notes

Pearson residuals are defined to be

$r_j = \frac{(y - M_jp_j)}{\sqrt{M_jp_j(1-p_j)}}$

where $p_j=cdf(X\beta)$ and $M_j$ is the total number of observations sharing the covariate pattern $j$ .

For now $M_j$ is always set to 1.

Links:

http://statsmodels.sourceforge.net/stable/generated/statsmodels.discrete.discrete_model.ProbitResults.resid_pearson.html

doc_statsmodels

2017-01-18 16:18:32

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