R: Extract Model Residuals from brmsfit Objects

residuals.brmsfit {brms}

R Documentation

Extract Model Residuals from brmsfit Objects

Description

Extract Model Residuals from brmsfit Objects

Usage

## S3 method for class 'brmsfit'
residuals(object, newdata = NULL, re_formula = NULL,
  type = c("ordinary", "pearson"), method = c("fitted", "predict"),
  resp = NULL, nsamples = NULL, subset = NULL, sort = FALSE,
  summary = TRUE, robust = FALSE, probs = c(0.025, 0.975), ...)

## S3 method for class 'brmsfit'
predictive_error(object, newdata = NULL,
  re_formula = NULL, re.form = NULL, resp = NULL, nsamples = NULL,
  subset = NULL, sort = FALSE, robust = FALSE, probs = c(0.025,
  0.975), ...)

Arguments

`object`	An object of class `brmsfit`.
`newdata`	An optional data.frame for which to evaluate predictions. If `NULL` (default), the original data of the model is used.
`re_formula`	formula containing group-level effects to be considered in the prediction. If `NULL` (default), include all group-level effects; if `NA`, include no group-level effects.
`type`	The type of the residuals, either `"ordinary"` or `"pearson"`. More information is provided under 'Details'.
`method`	Indicates the method to compute model implied values. Either `"fitted"` (predicted values of the regression curve) or `"predict"` (predicted response values). Using `"predict"` is recommended but `"fitted"` is the current default for reasons of backwards compatibility.
`resp`	Optional names of response variables. If specified, predictions are performed only for the specified response variables.
`nsamples`	Positive integer indicating how many posterior samples should be used. If `NULL` (the default) all samples are used. Ignored if `subset` is not `NULL`.
`subset`	A numeric vector specifying the posterior samples to be used. If `NULL` (the default), all samples are used.
`sort`	Logical. Only relevant for time series models. Indicating whether to return predicted values in the original order (`FALSE`; default) or in the order of the time series (`TRUE`).
`summary`	Should summary statistics (i.e. means, sds, and 95% intervals) be returned instead of the raw values? Default is `TRUE`.
`robust`	If `FALSE` (the default) the mean is used as the measure of central tendency and the standard deviation as the measure of variability. If `TRUE`, the median and the median absolute deviation (MAD) are applied instead. Only used if `summary` is `TRUE`.
`probs`	The percentiles to be computed by the `quantile` function. Only used if `summary` is `TRUE`.
`...`	Further arguments passed to `extract_draws` that control several aspects of data validation and prediction.
`re.form`	Alias of `re_formula`.

Details

Residuals of type ordinary are of the form R = Y - Yp, where Y is the observed and Yp is the predicted response. Residuals of type pearson are of the form R = (Y - Yp) / SD(Y), where SD(Y) is an estimation of the standard deviation of Y.

Currently, residuals.brmsfit does not support categorical or ordinal models.

Method predictive_error.brmsfit is an alias of residuals.brmsfit with method = "predict" and summary = FALSE.

Value

Model residuals. If summary = TRUE this is a N x C matrix and if summary = FALSE a S x N matrix, where S is the number of samples, N is the number of observations, and C is equal to length(probs) + 2.

Examples

## Not run: 
## fit a model
fit <- brm(rating ~ treat + period + carry + (1|subject), 
           data = inhaler, cores = 2)

## extract residuals 
res <- residuals(fit, summary = TRUE)
head(res)

## End(Not run)

[Package brms version 2.6.0 Index]