statsmodels.genmod.families.family.InverseGaussian.deviance

InverseGaussian.deviance(endog, mu, freq_weights=1.0, scale=1.0)

Inverse Gaussian deviance function

Parameters:

endog : array-like

Endogenous response variable

mu : array-like

Fitted mean response variable

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 : float

Deviance function as defined below

Notes

D = \sum_i freq\_weights_i * ((Y_i - \mu_i)^2 / (Y_i *\mu_i^2)) / scale