statsmodels.discrete.discrete_model.ProbitResults.resid_pearson

ProbitResults.resid_pearson

Pearson residuals

Notes

Pearson residuals are defined to be

$$r_j = \frac{(y - M_jp_j)}{\sqrt{M_jp_j(1-p_j)}}$$

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.