Re: st: L-statistic

[n j cox <n.j.cox@durham.ac.uk>]

Joseph Coveney wrote:

> As I mentioned in the post yesterday, I couldn't find anything explicit that setting 
> missing-value likelihood residuals to zero is standard practice.
>
> But in fairness to David Collett, I think that he was justified in setting the missing-value 
> residual to zero in this case, if that's what he did:  the observed value was 1 and the 
> predicted value was 1; that's a residual of zero.
>
> The hitch in the whole matter arose because the Pearson residual takes the absolute 
> residual and divides by the standard error of the predicted value, which in this case is 
> zero.
This raises an interesting general question. From a computational 
viewpoint, generating a Pearson residual from

		(observed - predicted) / se of predicted

should yield missing whenever the se is 0. But I'd
argue that from a statistical viewpoint there should
be an override that when observed equals predicted, the
Pearson residual should be 0. Hence in more Stata-like language

		gen Pearson = (observed - predicted ) / se

should be

		gen Pearson = (observed - predicted ) / se
		replace Pearson = 0 if observed == predicted

Or perhaps the best of both worlds is that this -replace- should
be available as an option, so that the override must
be conscious.

Nick
n.j.cox

				


			


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