statsmodels.discrete.discrete_model.MultinomialResults.resid_misclassified¶
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MultinomialResults.
resid_misclassified
¶ Residuals indicating which observations are misclassified.
Notes
The residuals for the multinomial model are defined as
\[argmax(y_i) \neq argmax(p_i)\]where \(argmax(y_i)\) is the index of the category for the endogenous variable and \(argmax(p_i)\) 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.