6.9.7.3.8.1.2. statsmodels.sandbox.tests.test_gam.GLM.estimate_scale

GLM.estimate_scale(mu)[source]

Estimates the dispersion/scale.

Type of scale can be chose in the fit method.

Parameters:

mu : array

mu is the mean response estimate
Returns:

Estimate of scale

See also

statsmodels.glm.fit

Notes

The default scale for Binomial and Poisson families is 1. The default for the other families is Pearson’s Chi-Square estimate.