statsmodels.genmod.families.family.Tweedie.resid_anscombe¶

Tweedie.resid_anscombe(endog, mu, var_weights=1.0, scale=1.0)[source]¶

The Anscombe residuals

Parameters:¶

endogndarray

The endogenous response variable

mundarray

The inverse of the link function at the linear predicted values.

var_weightsarray_like

1d array of variance (analytic) weights. The default is 1.

scalefloat, optional

An optional argument to divide the residuals by sqrt(scale). The default is 1.

Returns:¶

resid_anscombendarray

The Anscombe residuals as defined below.

Notes

When $p=3$, then

$$resid\mathrm{\_}anscomb{e}_i=\log (endo{g}_i/{\mu }_i)/\sqrt{{\mu }_i\ast scale}\ast \sqrt{(}var\mathrm{\_}weights)$$

Otherwise,

$$c=(3-p)/3$$

$$resid\mathrm{\_}anscomb{e}_i=(1/c)\ast (endo{g}_i^c-{\mu }_i^c)/{\mu }_i^{p/6}/\sqrt{scale}\ast \sqrt{(}var\mathrm{\_}weights)$$