The install docs are pretty vague about how to set this up, saying simply, "Install Anaconda as a user unless root privileges are required." The way I've made this work easily on an Amazon EC2 running Ubuntu 16.04 LTS is as follows.
- Download the appropriate installer
- Install as a superuser with sudo bash Anaconda2-4.2.0-Linux-x86_64.sh
- Install to /opt/anaconda2 and prepend the install location to PATH in ~/.bashrc
- Change the target directory's group ownership to ubuntu and grant g+w permission for the directory and all its subdirectories
In short, something like this will work beautifully, allowing packages to still be installed simply using conda install or pip install.