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Since we are calculating the coefficient of determination (in case of rank_regression) one could also provide the residuals. For teaching purposes it might be useful to show that linear model assumptions aren't held.
We have to check how the R squared is calculated (i.e with respect to X or Y). We are doing a rank regression on X, so the residuals should consider this, too.
For consistency between rank_regression and ml_estimation we could provide the s3 residuals.* method for both.
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