statsmodels.genmod.families.family.Gaussian.resid_anscombe¶
-
Gaussian.resid_anscombe(endog, mu, var_weights=
1.0, scale=1.0)[source]¶ The Anscombe residuals
- Parameters:¶
- endog : ndarray¶
The endogenous response variable
- mu : ndarray¶
The inverse of the link function at the linear predicted values.
- var_weights : array_like¶
1d array of variance (analytic) weights. The default is 1.
- scale : float, optional¶
An optional argument to divide the residuals by sqrt(scale). The default is 1.
- Returns:¶
resid_anscombe – The Anscombe residuals for the Gaussian family defined below
- Return type:¶
ndarray
Notes
For the Gaussian distribution, Anscombe residuals are the same as deviance residuals.
\[resid\_anscombe_i = (Y_i - \mu_i) / \sqrt{scale} * \sqrt(var\_weights)\]