statsmodels.genmod.families.family.InverseGaussian¶

class statsmodels.genmod.families.family.InverseGaussian(link=None)[source]¶

InverseGaussian exponential family.

Parameters:

linka link instance, optional: The default link for the inverse Gaussian family is the inverse squared link. Available links are inverse_squared, inverse, log, and identity. See statsmodels.genmod.families.links for more information.

See also

Notes

The inverse Gaussian distribution is sometimes referred to in the literature as the Wald distribution.

Attributes:

InverseGaussian.linka link instance: The link function of the inverse Gaussian instance
InverseGaussian.variancevarfunc instance: variance is an instance of statsmodels.genmod.families.varfuncs.mu_cubed

Methods

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.
`get_distribution`(mu, scale[, var_weights])	Frozen Inverse Gaussian distribution instance for given parameters
`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 Inverse Gaussian 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