statsmodels.genmod.families.family.Gaussian¶
- class statsmodels.genmod.families.family.Gaussian(link=None, check_link=True)[source]¶
Gaussian exponential family distribution.
- Parameters:
link (a 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.
check_link (bool) – If True (default), then and exception is raised if the link is invalid for the family. If False, then the link is not checked.
- link¶
The link function of the Gaussian instance
- Type:
a link instance
- variance¶
varianceis an instance of statsmodels.genmod.families.varfuncs.constant- Type:
varfunc instance
See also
statsmodels.genmod.families.family.FamilyParent class for all links.
- Link Functions
Further details on links.
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.
get_distribution(mu, scale[, var_weights])Frozen Gaussian distribution instance for given parameters
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.
weights(mu)Weights for IRLS steps
Properties
Link function for family