statsmodels.genmod.generalized_linear_model.GLM.estimate_scale

GLM.estimate_scale(mu)

Estimates the dispersion/scale.

Type of scale can be chose in the fit method.

Parameters:

mu : array

mu is the mean response estimate

Returns:

Estimate of scale

See also

statsmodels.genmod.generalized_linear_model.GLM.fit

Notes

The default scale for Binomial and Poisson families is 1. The default for the other families is Pearson’s Chi-Square estimate.