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statsmodels.genmod.families.family.Gamma.deviance

Gamma.deviance(endog, mu, scale=1.0)[source]

Gamma deviance function

Parameters:

endog : array-like

Endogenous response variable

mu : array-like

Fitted mean response variable

scale : float, optional

An optional scale argument

Returns:

deviance : float

Deviance function as defined below

Notes

deviance = 2*sum((endog - mu)/mu - log(endog/mu))

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