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Re: st: Fw: influential observations


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
--------------------------

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