I've located him and his wife in the 1900 census in Beat 5, Marion county MS, ED 82:
Anthony, Andrew,head,B,M,Apr,1860,40,married 19 yrs,born in LA,father born in VA, mother in LA. He is a farmer, and it appears he owns his farm, and is literate.
Helland?,wife,B,F,1834,65,married 19 yrs,had 10 children, 10 still living,born in LA,father born in MS, mother born in LA. She is illiterate.
All ten children are living with them, and all are single:
ALL of the children were born in MS, which means that they were in MS as early as 1881, if not before. There are 64 Anthonys in the 1870 AIS census index for Louisiana. If you don't know his father's name, you'll have to check each of them out to see if you can find him listed with his parents, as he would have been only 10 years old in 1870. Something is obviously wrong with your your ggrandmother's age and year of birth as listed on the census, as I haven't heard of too many 65 yr old women giving birth, so something to check into there. You may want to check with Marion County MS courthouse to see if they have birth and/or death certificates on file for any of them. There will not be birth certificates on file for either Andrew or Helland in LA as LA did not start keeping records statewide until the early 1900s. There may be church and/or slave baptism records though in the parishes were they were born.
There is a James Anthony and family living next door who is aged 31 - maybe a younger brother to your ggrandfather?
Hope this helps you get started. Best wishes,