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statsmodels.genmod.generalized_linear_model.GLM.score_factor

GLM.score_factor(params, scale=None)[source]

weights for score for each observation

This can be considered as score residuals.

Parameters:

params : ndarray

parameter at which Hessian is evaluated

scale : None or float

If scale is None, then the default scale will be calculated. Default scale is defined by self.scaletype and set in fit. If scale is not None, then it is used as a fixed scale.

Returns:

score_factor : ndarray_1d

A 1d weight vector used in the calculation of the score_obs. The score_obs are obtained by score_factor[:, None] * exog

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