statsmodels.genmod.families.family.Family

class statsmodels.genmod.families.family.Family(link, variance, check_link=True)[source]

The parent class for one-parameter exponential families.

Parameters:
linka link function instance

Link is the linear transformation function. See the individual families for available links.

variancea variance function

Measures the variance as a function of the mean probabilities. See the individual families for the default variance function.

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

Link Functions

Further details on links.

Attributes:
link

Link function for family

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 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

valid


Last update: Jun 14, 2024