statsmodels.genmod.families.family.Gamma

class statsmodels.genmod.families.family.Gamma(link=None, check_link=True)[source]

Gamma exponential family distribution.

Parameters:
linka link instance, optional

The default link for the Gamma family is the inverse link. Available links are log, identity, and inverse. See statsmodels.genmod.families.links for more information.

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.

See also

statsmodels.genmod.families.family.Family

Parent class for all links.

Link Functions

Further details on links.

Attributes:
Gamma.linka link instance

The link function of the Gamma instance

Gamma.variancevarfunc instance

variance is an instance of statsmodels.genmod.family.varfuncs.mu_squared

Methods

variance

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 Gamma 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 Gamma 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

safe_links

valid

variance


Last update: Mar 18, 2024