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]