Calculate surrogate residuals for multinomial/discrete choice models

Calculate surrogate residuals for multinomial logit and general discrete choice models using a fast, exact conditional Gumbel simulation method.

Usage

calc_resid(y, proba)

Arguments

y

Vector of observed classes (either a factor or a 1-based integer vector).

proba

Matrix of predicted probabilities, where rows correspond to observations and columns correspond to classes.

Value

A matrix of surrogate residuals of the same dimensions as proba.