Residuals for multinomial models

Abstract

Ordinary residuals from linear models are useful for diagnostic purposes. Unfortunately residuals from nonlinear models do not share the same useful properties, and Cook & Tsai (1985) introduced so-called projected residuals which overcome some of the problems. After setting up some second-order asymptotics, we briefly discuss various residuals used currently for multinomial models and introduce some new diagnostics including projected residuals. Two examples, from genetics and psychology, are briefly considered.