statsmodels.genmod.families.family.Tweedie.deviance¶
-
Tweedie.deviance(endog, mu, var_weights=
1.0
, freq_weights=1.0
, scale=1.0
)¶ The deviance function evaluated at (endog, mu, var_weights, freq_weights, scale) for the distribution.
Deviance is usually defined as twice the loglikelihood ratio.
- Parameters:¶
- endogarray_like
The endogenous response variable
- muarray_like
The inverse of the link function at the linear predicted values.
- var_weightsarray_like
1d array of variance (analytic) weights. The default is 1.
- freq_weightsarray_like
1d array of frequency weights. The default is 1.
- scale
float
,optional
An optional scale argument. The default is 1.
- Returns:¶
- Deviance
ndarray
The value of deviance function defined below.
- Deviance
Notes
Deviance is defined
\[D = 2\sum_i (freq\_weights_i * var\_weights * (llf(endog_i, endog_i) - llf(endog_i, \mu_i)))\]where y is the endogenous variable. The deviance functions are analytically defined for each family.
Internally, we calculate deviance as:
\[D = \sum_i freq\_weights_i * var\_weights * resid\_dev_i / scale\]
Last update:
Dec 23, 2024