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


Last update: Oct 12, 2024