The deviance residuals for Tweedie models in PROC GENMOD are too small by the square root of 2


PROC GENMOD saves incorrect deviance residuals and standardized deviance residuals when the DIST=TWEEDIE option is specified in the MODEL statement. These residuals are specified with the RESDEV= and STDRESDEV= options in the OUTPUT statement.

Correct values can be obtained by multiplying these residuals by the square root of 2.