NegativeBinomial.resid_dev()

statsmodels.genmod.families.family.NegativeBinomial.resid_dev

NegativeBinomial.resid_dev(endog, mu, scale=1.0) [source]

Negative Binomial Deviance Residual

Parameters:

endog : array-like

endog is the response variable

mu : array-like

mu is the fitted value of the model

scale : float, optional

An optional argument to divide the residuals by scale. The default is 1.

Returns:

resid_dev : array

The array of deviance residuals

Notes

resid\_dev_i = sign(Y_i-\mu_i) * \sqrt{piecewise_i}

where piecewise_i is defined as

If Y_i = 0:

piecewise_i = 2 * \log(1 + \alpha * \mu_i)/ \alpha

If Y_i > 0:

piecewise_i = 2 * Y_i * \log(Y_i / \mu_i) - (2 / \alpha) *
(1 + \alpha * Y_i) * \log((1 + \alpha * Y_i) / (1 + \alpha * \mu_i))

© 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.NegativeBinomial.resid_dev.html

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