statsmodels.discrete.discrete_model.BinaryResults.resid_pearson¶

BinaryResults.resid_pearson¶

Pearson residuals

Notes

Pearson residuals are defined to be

r_{j} = \frac{(y - M_{j} p_{j})}{\sqrt{M_{j} p_{j} (1 - p_{j})}}

where $p_{j} = c d f (X β)$ and $M_{j}$ is the total number of observations sharing the covariate pattern $j$ .

For now $M_{j}$ is always set to 1.