Posted by David Velthauser on April 14, 2008 at 08:55:
Well, the Historian/Writer Eric Sloane wrote in his book 'Folklore of American Weather' (1963, Hawthorn Books, NY), "This is believed to be a German mispronunciation of "cats and ducks." The Pennsylvanian German people used to say, "It is raining to keep in the cats and bring out the ducks." They also said, "It is snowing for cats and ducks," which meant that the snowfall was sufficient to track a cat or a duck through it."
This makes a bit more sense that animals falling off roofs, I should say.