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st: Randomized Quantile Residuals

From   Serguei Kaniovski <>
Subject   st: Randomized Quantile Residuals
Date   Fri, 21 Aug 2009 11:46:14 +0200

Goodday to all,

I want to compute the Dunn & Smyth's randomized quantile residuals for a 
gamma model estimated using the glm-command.

After reading the paper I have some doubts as to how the residuals are 
defined. It is really just the standard normal quantile function of the 
fitted value?

That is:

predict ybar, xb

Just want to check whether this is correct.

Thanks for your help!
Serguei Kaniovski

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