statsmodels.genmod.families.family.NegativeBinomial.resid_anscombe
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NegativeBinomial.resid_anscombe(endog, mu)
[source] -
The Anscombe residuals for the negative binomial family
Parameters: endog : array-like
Endogenous response variable
mu : array-like
Fitted mean response variable
Returns: resid_anscombe : array
The Anscombe residuals as defined below.
Notes
resid_anscombe
= (hyp2f1(-alpha*endog)-hyp2f1(-alpha*mu)+ 1.5*(endog**(2/3.)-mu**(2/3.)))/(mu+alpha*mu**2)**(1/6.)where hyp2f1 is the hypergeometric 2f1 function parameterized as hyp2f1(x) = hyp2f1(2/3.,1/3.,5/3.,x)
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