3.5.4. statsmodels.genmod.generalized_linear_model¶
Generalized linear models currently supports estimation using the one-parameter exponential families
3.5.4.1. References¶
- Gill, Jeff. 2000. Generalized Linear Models: A Unified Approach.
- SAGE QASS Series.
- Green, PJ. 1984. “Iteratively reweighted least squares for maximum
- likelihood estimation, and some robust and resistant alternatives.” Journal of the Royal Statistical Society, Series B, 46, 149-192.
- Hardin, J.W. and Hilbe, J.M. 2007. “Generalized Linear Models and
- Extensions.” 2nd ed. Stata Press, College Station, TX.
- McCullagh, P. and Nelder, J.A. 1989. “Generalized Linear Models.” 2nd ed.
- Chapman & Hall, Boca Rotan.
3.5.4.2. Classes¶
GLM(endog, exog[, family, offset, exposure, ...]) |
Generalized Linear Models class |
GLMResults(model, params, ...[, cov_type, ...]) |
Class to contain GLM results. |
GLMResultsWrapper(results) |
|
resettable_cache |
alias of ResettableCache |
3.5.4.3. Exceptions¶
PerfectSeparationError |