scikits.statsmodels.family.family.NegativeBinomial

class scikits.statsmodels.family.family.NegativeBinomial(link=<scikits.statsmodels.family.links.Log object at 0x032FF130>, alpha=1.0)

Negative Binomial exponential family.

Parameters:

link : a link instance, optional

The default link for the negative binomial family is the log link. Available links are log, cloglog, identity, nbinom and power. See statsmodels.family.links for more information.

alpha : float, optional

The ancillary parameter for the negative binomial distribution. For now alpha is assumed to be nonstochastic. The default value is 1. Permissible values are usually assumed to be between .01 and 2.

See also

statsmodels.family.family.Family

Notes

Support for Power link functions is not yet supported.

Attributes

link Helper method to get the link for a family.
variance

Methods

resid_dev(Y, mu[, scale]) Negative Binomial Deviance Residual
deviance(Y, mu[, scale])
Parameters:
loglike(Y[, fittedvalues]) The loglikelihood function for the negative binomial family.
resid_anscombe(Y, mu) The Anscombe residuals for the negative binomial family

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