statsmodels.genmod.families.family.Gaussian.deviance¶

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

Gaussian 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

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

Notes

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