Negative Binomial exponential family.
Parameters : | link : a link instance, optional
alpha : float, optional
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Notes
Support for Power link functions is not yet supported.
Attributes
NegativeBinomial.link | a link instance | The link function of the negative binomial instance |
NegativeBinomial.variance | varfunc instance | variance is an instance of statsmodels.family.varfuncs.nbinom |
Methods
deviance(Y, mu[, scale]) | Returns the value of the deviance function. |
fitted(eta) | Fitted values based on linear predictors eta. |
loglike(Y[, fittedvalues]) | The loglikelihood function for the negative binomial family. |
predict(mu) | Linear predictors based on given mu values. |
resid_anscombe(Y, mu) | The Anscombe residuals for the negative binomial family |
resid_dev(Y, mu[, scale]) | Negative Binomial Deviance Residual |
starting_mu(y) | Starting value for mu in the IRLS algorithm. |
weights(mu) | Weights for IRLS steps |