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From | Maarten buis <maartenbuis@yahoo.co.uk> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: Fw: influential observations |
Date | Tue, 12 Apr 2011 10:13:25 +0100 (BST) |
--- On Tue, 12/4/11, Nick Cox wrote: > Do Anscombe residuals come out normal > with non-normal families? I am > away from any pertinent literature. Quoting Hardin and Hilbe (2001), page 54 (when discussing the definition of Ancombe residuals): "The choice of function A(.) was made so that the resulting residuals would be as normal as possible" So the answer seems to be that at least it tries to approximate a normal/Gaussian distribution. -- Maarten James W. Hardin and Joseph M. Hilbe (2001) "Generalized Linear Models and Extensions", second edition. College Station, TX: Stata-Press. -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/