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_weightsarray_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.
- endog
- Returns:¶
- resid_anscombe
ndarray
The Anscombe residuals for the Gaussian family defined below
- resid_anscombe
Notes
For the Gaussian distribution, Anscombe residuals are the same as deviance residuals.
\[resid\_anscombe_i = (Y_i - \mu_i) / \sqrt{scale} * \sqrt(var\_weights)\]
Last update:
Oct 29, 2024