statsmodels.genmod.families.family.Gaussian.resid_anscombe

Gaussian.resid_anscombe(endog, mu, var_weights=1.0, scale=1.0)

The Anscombe residuals

Parameters:

• endog (array) – The endogenous response variable
• mu (array) – 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:

array

Notes

For the Gaussian distribution, Anscombe residuals are the same as deviance residuals.

\[resid\_anscombe_i = (Y_i - \mu_i) / \sqrt{scale} * \sqrt(var\_weights)\]