Skip to contents

Deprecated residual-matrix accessor

Source: R/utils_residuals.R
get_residuals.Rd

get_residuals() is deprecated. Use residuals() for fitted csdm models, or pass a numeric residual matrix directly to cd_test().

Usage

get_residuals(object, type = c("auto", "cce", "pca", "pca_std"), strict = TRUE)

Arguments

object

A fitted model object supported by this package (e.g., class csdm_fit), or directly a numeric matrix of residuals shaped as \(N x T\).

type

Character string selecting which residuals to return when available: one of "auto", "cce", "pca", or "pca_std".

  • "auto": prefer standardized PCA residuals if present, otherwise PCA residuals, otherwise CCE residuals, otherwise object if it is a matrix.

  • "cce": residuals from the CCE-augmented per-unit regressions.

  • "pca": residuals after removing estimated factors from \(\hat v_{it}\).

  • "pca_std": "pca" residuals standardized by unit-specific scale (changes the tested residuals).

strict

Logical; if TRUE, error on unsupported objects. If FALSE, return NULL when residuals cannot be found.

Value

A numeric matrix of residuals with rows = units and columns = time, preserving rownames and colnames when available; or NULL if nothing suitable is found and strict = FALSE.

Details

Residual types

cce

Residuals from the cross-sectionally augmented unit regressions.

pca

Residuals after principal-component factor removal.

pca_std

PCA residuals standardized by unit-specific scale.

auto

Priority rule: pca_std -> pca -> cce -> generic residual slots.

Assumptions and usage

The returned matrix is intended for diagnostics that operate on unit-time panels, including cd_test(). Missing values are preserved unless downstream routines explicitly filter or balance the panel.

Examples

data(PWT_60_07, package = "csdm")
df <- PWT_60_07
ids <- unique(df$id)[1:10]
df_small <- df[df$id %in% ids & df$year >= 1970, ]

fit <- csdm(
  log_rgdpo ~ log_hc + log_ck + log_ngd,
  data = df_small,
  id = "id",
  time = "year",
  model = "cce",
  csa = csdm_csa(vars = c("log_rgdpo", "log_hc", "log_ck", "log_ngd"))
)

E <- get_residuals(fit, type = "auto")
#> Warning: 'get_residuals()' is deprecated; use residuals() for csdm fits or pass a residual matrix directly to cd_test().
dim(E)
#> [1] 10 38