statsmodels.discrete.discrete_model.LogitResults.resid_pearson¶

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

For now $M_j$ is always set to 1.