statsmodels.genmod.families.family.Gamma.resid_anscombe

Gamma.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 for the Gamma family defined below

Notes

\[resid\_anscombe_i = 3 * (endog_i^{1/3} - \mu_i^{1/3}) / \mu_i^{1/3} / \sqrt{scale} * \sqrt(var\_weights)\]

Last update: May 14, 2024