statsmodels.genmod.families.family.InverseGaussian

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

InverseGaussian exponential family.

Parameters:link (a 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.

The link function of the inverse Gaussian instance

Type:a link instance
variance

variance is an instance of statsmodels.genmod.families.varfuncs.mu_cubed

Type:varfunc instance

Notes

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

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 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