statsmodels.genmod.families.family.InverseGaussian.resid_anscombe

InverseGaussian.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_weights : array_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.

Returns

resid_anscombe : ndarray

The Anscombe residuals for the inverse Gaussian distribution as defined below

Notes

\[resid\_anscombe_i = \log(Y_i / \mu_i) / \sqrt{\mu_i * scale} * \sqrt(var\_weights)\]