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st: AW: Randomized Quantile Residuals


From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   st: AW: Randomized Quantile Residuals
Date   Fri, 21 Aug 2009 17:50:30 +0200

<>

" After reading the paper..."

_Which_ paper?



HTH
Martin


-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Serguei
Kaniovski
Gesendet: Freitag, 21. August 2009 11:46
An: [email protected]
Betreff: st: Randomized Quantile Residuals

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
invnormal(ybar)

Just want to check whether this is correct.

Thanks for your help!
Serguei Kaniovski


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