statsmodels.genmod.families.family.Gamma¶

class statsmodels.genmod.families.family.Gamma(link=None, check_link=True)[source]¶

Gamma exponential family distribution.

Parameters:¶

linka 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.

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.

Attributes:¶

Gamma.linka link instance

The link function of the Gamma instance

Gamma.variancevarfunc instance

variance is an instance of statsmodels.genmod.family.varfuncs.mu_squared

Methods

variance

See also

statsmodels.genmod.families.family.Family

Parent class for all links.

Link Functions

Further details on links.

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 Gamma 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 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

Properties

link	Link function for family
links
safe_links
valid
variance