Computes RESI point estimates and asymptotic confidence intervals using either a normal approximation (Zhang et al., 2025) or a quadratic-form (Imhof/Davies) approach.
resi_pe_asymptotic(
model.full,
data,
vcovfunc = sandwich::vcovHC,
coefficients = TRUE,
anova = TRUE,
alpha = 0.05,
ci.method = c("qf", "normal", "cf"),
type = "HC3",
unbiased = TRUE,
Anova.args = list(),
vcov.args = list(),
...
)A list of class "resi" with coefficients and/or
anova tables containing RESI point estimates and CIs.
Fitted lm or glm model object.
Data frame of model data.
Variance estimator for RESI point estimates. Default:
sandwich::vcovHC.
Logical; include coefficient table. Default TRUE.
Logical; include anova table. Default TRUE.
Numeric; significance level. Default 0.05.
Character; "qf" (quadratic-form Imhof, default),
"normal" (truncated normal),
or "cf" (Cornish-Fisher test inversion).
Character; HC type for the sandwich variance used in CI
construction (controls tau_i weights in SigmaXw). Default "HC3".
Supported: "HC0"–"HC5", "const".
Logical; use bias-corrected RESI point estimate. Default
TRUE.
List; additional arguments passed to car::Anova.
List; additional arguments passed to vcovfunc.
Ignored.