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statsmodels.discrete.discrete_model.ProbitResults.resid_dev

static ProbitResults.resid_dev()

Deviance residuals

Notes

Deviance residuals are defined

d_j = \pm\left(2\left[Y_j\ln\left(\frac{Y_j}{M_jp_j}\right) + (M_j - Y_j\ln\left(\frac{M_j-Y_j}{M_j(1-p_j)} \right) \right] \right)^{1/2}

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.

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