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.

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

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 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.

variance

weights(mu)

Weights for IRLS steps