statsmodels.genmod.families.family.Gamma

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

Gamma exponential family distribution.

Parameters:link (a 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.

a link instance – The link function of the Gamma instance

variance

varfunc instancevariance is an instance of statsmodels.genmod.family.varfuncs.mu_squared

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 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