statsmodels.discrete.discrete_model.MultinomialResults.resid_misclassified¶

MultinomialResults.resid_misclassified¶

Residuals indicating which observations are misclassified.

Notes

The residuals for the multinomial model are defined as

a r g m a x (y_{i}) \neq a r g m a x (p_{i})

where $a r g m a x (y_{i})$ is the index of the category for the endogenous variable and $a r g m a x (p_{i})$ 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.