Family.deviance()
statsmodels.genmod.families.family.Family.deviance
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Family.deviance(endog, mu, freq_weights=1.0, scale=1.0)
[source] -
The deviance function evaluated at (endog,mu,freq_weights,mu).
Deviance is usually defined as twice the loglikelihood ratio.
Parameters: endog : array-like
The endogenous response variable
mu : array-like
The inverse of the link function at the linear predicted values.
freq_weights : array-like
1d array of frequency weights. The default is 1.
scale : float, optional
An optional scale argument. The default is 1.
Returns: Deviance : array
The value of deviance function defined below.
Notes
Deviance is defined
where y is the endogenous variable. The deviance functions are analytically defined for each family.
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.genmod.families.family.Family.deviance.html