statsmodels.gam.generalized_additive_model.GLMGam.estimate_scale

GLMGam.estimate_scale(mu)

Estimate the dispersion/scale.

Type of scale can be chose in the fit method.

Parameters:

mundarray

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