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statsmodels.genmod.families.family.InverseGaussian

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]) Loglikelihood function for inverse Gaussian distribution.
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

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