statsmodels.genmod.families.family.InverseGaussian

class statsmodels.genmod.families.family.InverseGaussian(link=<class 'statsmodels.genmod.families.links.inverse_squared'>)

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.

See also

statsmodels.genmod.families.family.Family, Link Functions

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