statsmodels.genmod.families.family.Gaussian

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

Gaussian exponential family distribution.

Parameters
linka link instance, optional

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

See also

statsmodels.genmod.families.family.Family

Parent class for all links.

Link Functions

Further details on links.

Attributes
Gaussian.linka link instance

The link function of the Gaussian instance

Gaussian.variancevarfunc instance

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

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 Gaussian 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 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

Properties

link

Link function for family

links

safe_links

valid

variance