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scikits.statsmodels.genmod.families.family.NegativeBinomial.resid_dev

NegativeBinomial.resid_dev(Y, mu, scale=1.0)[source]

Negative Binomial Deviance Residual

Parameters :

Y : array-like

Y is the response variable

mu : array-like

mu is the fitted value of the model

scale : float, optional

An optional argument to divide the residuals by scale

Returns :

resid_dev : array

The array of deviance residuals

Notes

resid_dev = sign(Y-mu) * sqrt(piecewise)

where piecewise is defined as if Y_i = 0: piecewise_i = 2*log(1+alpha*mu)/alpha

if Y_i > 0: piecewise_i = 2*Y*log(Y/\mu)-2/\alpha*(1+\alpha*Y)*log((1+\alpha*Y)/(1+\alpha*\mu))

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