statsmodels.genmod.families.family.Family

class statsmodels.genmod.families.family.Family(link, variance, check_link=True)[source]

The parent class for one-parameter exponential families.

Parameters:
linka link function instance

Link is the linear transformation function. See the individual families for available links.

variancea variance function

Measures the variance as a function of the mean probabilities. See the individual families for the default variance function.

check_linkbool

If True (default), then and exception is raised if the link is invalid for the family. If False, then the link is not checked.

Attributes:
link

Link function for family

See also

Link Functions

Further details on links.

Methods

deviance(endog, mu[, var_weights, ...])

The deviance function evaluated at (endog, mu, var_weights, freq_weights, scale) for the distribution.

fitted(lin_pred)

Fitted values based on linear predictors lin_pred.

loglike(endog, mu[, var_weights, ...])

The log-likelihood function in terms of the fitted mean response.

loglike_obs(endog, mu[, var_weights, scale])

The log-likelihood function for each observation in terms of the fitted mean response for the distribution.

predict(mu)

Linear predictors based on given mu values.

resid_anscombe(endog, mu[, var_weights, scale])

The Anscombe residuals

resid_dev(endog, mu[, var_weights, scale])

The deviance residuals

starting_mu(y)

Starting value for mu in the IRLS algorithm.

weights(mu)

Weights for IRLS steps

Properties

link

Link function for family

links

valid


Last update: Nov 14, 2024