statsmodels.genmod.families.family.InverseGaussian¶
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class
statsmodels.genmod.families.family.InverseGaussian(link=<class 'statsmodels.genmod.families.links.inverse_squared'>)[source]¶ InverseGaussian exponential family.
Parameters: link : a link instance, optional
The default link for the inverse Gaussian family is the inverse squared link. Available links are inverse_squared, inverse, log, and identity. See statsmodels.family.links for more information.
Notes
The inverse Guassian distribution is sometimes referred to in the literature as the Wald distribution.
Attributes
InverseGaussian.link a link instance The link function of the inverse Gaussian instance InverseGaussian.variance varfunc instance variance is an instance of statsmodels.family.varfuncs.mu_cubed Methods
deviance(endog, mu[, scale])Inverse Gaussian deviance function fitted(lin_pred)Fitted values based on linear predictors lin_pred. loglike(endog, mu[, scale])The log-likelihood function in terms of the fitted mean response. predict(mu)Linear predictors based on given mu values. resid_anscombe(endog, mu)The Anscombe residuals for the inverse Gaussian distribution resid_dev(endog, mu[, scale])Returns the deviance residuals for the inverse Gaussian family. starting_mu(y)Starting value for mu in the IRLS algorithm. weights(mu)Weights for IRLS steps