statsmodels.genmod.families.links.NegativeBinomial¶

class statsmodels.genmod.families.links.NegativeBinomial(alpha=1.0)[source]¶

The negative binomial link function

Parameters:¶

alpha : float, optional¶

Alpha is the ancillary parameter of the Negative Binomial link function. It is assumed to be nonstochastic. The default value is 1. Permissible values are usually assumed to be in (.01, 2).

Methods

deriv(p)	Derivative of the negative binomial transform
deriv2(p)	Second derivative of the negative binomial link function.
inverse(z)	Inverse of the negative binomial transform
inverse_deriv(z)	Derivative of the inverse of the negative binomial transform
inverse_deriv2(z)	Second derivative of the inverse link function g^(-1)(z).