probability residual

Probability-scale residual is P(Y < y) P(Y > y) where Y is the observed choice and y is a random variable corresponding to the predicted distribution.


Shepherd BE, Li C, Liu Q (2016) Probability-scale residuals for continuous, discrete, and censored data. The Canadian Journal of Statistics. 44:463–476.

Li C and Shepherd BE (2012) A new residual for ordinal outcomes. Biometrika. 99: 473–480

Last update: May 25, 2024