GLM.get_distribution()

statsmodels.genmod.generalized_linear_model.GLM.get_distribution

GLM.get_distribution(params, scale=1, exog=None, exposure=None, offset=None) [source]

Returns a random number generator for the predictive distribution.

Parameters:	params : array-like The model parameters. scale : scalar The scale parameter. exog : array-like The predictor variable matrix. Returns a frozen random number generator object. Use the ``rvs`` method to generate random values.

Notes

Due to the behavior of scipy.stats.distributions objects, the returned random number generator must be called with gen.rvs(n) where n is the number of observations in the data set used to fit the model. If any other value is used for n, misleading results will be produced.