What's the difference between resid_working, resid_anscombe, and resid_deviance in GLM

Viewed 198

What's the difference between resid_working, resid_anscombe, and resid_deviance in statsmodel.GLMResults?

Here are some explanation from the source code:

  1. Working residuals; the working residuals are defined as resid_response/link'(mu); see links.py for the derivatives of the link functions.

  2. Anscombe residuals; see family.py for distribution-specific Anscombe residuals.

  3. deviance residuals; see family.py for distribution-specific deviance residuals.

0 Answers
Related