statsmodels.genmod.generalized_linear_model.GLM.get_distribution¶

GLM.get_distribution(params, scale=1, exog=None, exposure=None, offset=None)[source]

Returns a random number generator for the predictive distribution.

Parameters: params (array-like) – The model parameters. scale (scalar) – The scale parameter. exog (array-like) – The predictor variable matrix. Frozen random number generator object. Use the rvs method to generate random values. gen

Notes

Due to the behavior of scipy.stats.distributions objects, the returned random number generator must be called with gen.rvs(n) where n is the number of observations in the data set used to fit the model. If any other value is used for n, misleading results will be produced.