statsmodels.genmod.families.family.Family.resid_anscombe¶
- Family.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
See also
statsmodels.genmod.families.family.Familyresid_anscombe for the individual families for more information
Notes
Anscombe residuals are defined by
\[resid\_anscombe_i = \frac{A(y)-A(\mu)}{A'(\mu)\sqrt{Var[\mu]}} * \sqrt(var\_weights)\]where \(A'(y)=v(y)^{-\frac{1}{3}}\) and \(v(\mu)\) is the variance function \(Var[y]=\frac{\phi}{w}v(mu)\). The transformation \(A(y)\) makes the residuals more normal distributed.