7.2.3.3.3. statsmodels.genmod.families.family.Gamma

class statsmodels.genmod.families.family.Gamma(link=<class 'statsmodels.genmod.families.links.inverse_power'>)[source]

Gamma exponential family distribution.

Parameters:

link : a link instance, optional

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

See also

statsmodels.genmod.families.family.Family, Link Functions

Attributes

Gamma.link (a link instance) The link function of the Gamma instance
Gamma.variance (varfunc instance) variance is an instance of statsmodels.family.varfuncs.mu_squared

Methods

deviance(endog, mu[, scale]) Gamma deviance function
fitted(lin_pred) Fitted values based on linear predictors lin_pred.
loglike(endog, mu[, scale]) Loglikelihood function for Gamma exponential family distribution.
predict(mu) Linear predictors based on given mu values.
resid_anscombe(endog, mu) The Anscombe residuals for Gamma exponential family distribution
resid_dev(endog, mu[, scale]) Gamma deviance residuals
starting_mu(y) Starting value for mu in the IRLS algorithm.
weights(mu) Weights for IRLS steps