GLM.estimate_scale()

statsmodels.genmod.generalized_linear_model.GLM.estimate_scale

GLM.estimate_scale(mu) [source]

Estimates the dispersion/scale.

Type of scale can be chose in the fit method.

Parameters:

mu : array

mu is the mean response estimate

Returns:

Estimate of scale

Notes

The default scale for Binomial and Poisson families is 1. The default for the other families is Pearson’s Chi-Square estimate.

© 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.generalized_linear_model.GLM.estimate_scale.html

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