Family.deviance()

statsmodels.genmod.families.family.Family.deviance

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.