statsmodels.genmod.families.family.Gamma.deviance¶

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

Gamma deviance function

Parameters:

endog : array-like

Endogenous response variable

mu : array-like

Fitted mean response variable

freq_weights : array-like

1d array of frequency weights. The default is 1.

scale : float, optional

An optional scale argument. The default is 1.

Returns:

deviance : float

Deviance function as defined below

Notes

$D = 2 * \sum_i freq\_weights_i * ((Y_i - \mu_i)/\mu_i - \log(Y_i / \mu_i))$