statsmodels.genmod.generalized_linear_model.GLMResults.plot_ceres_residuals¶

GLMResults.
plot_ceres_residuals
(focus_exog, frac=0.66, cond_means=None, ax=None)[source]¶ Produces a CERES (Conditional Expectation Partial Residuals) plot for a fitted regression model.
Parameters:  focus_exog (integer or string) – The column index of results.model.exog, or the variable name, indicating the variable whose role in the regression is to be assessed.
 frac (float) – Lowess tuning parameter for the adjusted model used in the CERES analysis. Not used if cond_means is provided.
 cond_means (arraylike, optional) – If provided, the columns of this array span the space of the conditional means E[exog  focus exog], where exog ranges over some or all of the columns of exog (other than the focus exog).
 ax (matplotlib.Axes instance, optional) – The axes on which to draw the plot. If not provided, a new axes instance is created.
Returns: fig – The figure on which the partial residual plot is drawn.
Return type: matplotlib.Figure instance
References
RD Cook and R CroosDabrera (1998). Partial residual plots in generalized linear models. Journal of the American Statistical Association, 93:442.
RD Cook (1993). Partial residual plots. Technometrics 35:4.
Notes
cond_means is intended to capture the behavior of E[x1  x2], where x2 is the focus exog and x1 are all the other exog variables. If all the conditional mean relationships are linear, it is sufficient to set cond_means equal to the focus exog. Alternatively, cond_means may consist of one or more columns containing functional transformations of the focus exog (e.g. x2^2) that are thought to capture E[x1  x2].
If nothing is known or suspected about the form of E[x1  x2], set cond_means to None, and it will be estimated by smoothing each nonfocus exog against the focus exog. The values of frac control these lowess smooths.
If cond_means contains only the focus exog, the results are equivalent to a partial residual plot.
If the focus variable is believed to be independent of the other exog variables, cond_means can be set to an (empty) nx0 array.