6.9.7.3.1. statsmodels.sandbox.tests.test_gam.AdditiveModel

class statsmodels.sandbox.tests.test_gam.AdditiveModel(exog, smoothers=None, weights=None, family=None)[source]

additive model with non-parametric, smoothed components

Parameters:

exog : ndarray

smoothers : None or list of smoother instances

smoother instances not yet checked

weights : None or ndarray

family : None or family instance

I think only used because of shared results with GAM and subclassing. If None, then Gaussian is used.

__init__(exog, smoothers=None, weights=None, family=None)[source]

6.9.7.3.1.1. Methods

__init__(exog[, smoothers, weights, family])
cont() condition to continue iteration loop
df_resid() degrees of freedom of residuals, ddof is sum of all smoothers df
estimate_scale() estimate standard deviation of residuals
fit(Y[, rtol, maxiter]) fit the model to a given endogenous variable Y
next() internal calculation for one fit iteration