statsmodels.genmod.families.family.Poisson.deviance¶

Poisson.deviance(endog, mu, scale=1.0)[source]¶

Poisson deviance function

Parameters:

endog : array-like

Endogenous response variable

mu : array-like

Fitted mean response variable

scale : float, optional

An optional scale argument

Returns:

deviance : float

The deviance function at (endog,mu) as defined below.

Notes

If a constant term is included it is defined as

$deviance = 2*\sum_{i}(Y*\log(Y/\mu))$