Tweedie.resid_anscombe()

statsmodels.genmod.families.family.Tweedie.resid_anscombe

Tweedie.resid_anscombe(endog, mu) [source]

The Anscombe residuals for the Tweedie family

Parameters:

Parameters:	endog : array-like Endogenous response variable mu : array-like Fitted mean response variable
Returns:	resid_anscombe : array The Anscombe residuals as defined below.

endog : array-like

Endogenous response variable

mu : array-like

Fitted mean response variable

Returns:

resid_anscombe : array

The Anscombe residuals as defined below.

When $p = 3$ , then

$resid\_anscombe_i = (\log(endog) - \log(\mu)) / \sqrt{mu}$

Otherwise,

$c = (3 - p) / 3$

$resid\_anscombe_i = (1 / c) * (endog ^ c - \mu ^ c) / \mu ^{p / 6}$

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.genmod.families.family.Tweedie.resid_anscombe.html