Logo

scikits.statsmodels.genmod.generalized_linear_model.GLM.fit

GLM.fit(maxiter=100, method='IRLS', tol=1e-08, scale=None)[source]

Fits a generalized linear model for a given family.

Parameters :

maxiter : int, optional

Default is 100.

method : string

Default is ‘IRLS’ for iteratively reweighted least squares. This is currently the only method available for GLM fit.

scale : string or float, optional

scale can be ‘X2’, ‘dev’, or a float The default value is None, which uses X2 for Gamma, Gaussian, and Inverse Gaussian. X2 is Pearson’s chi-square divided by df_resid. The default is 1 for the Binomial and Poisson families. dev is the deviance divided by df_resid

tol : float

Convergence tolerance. Default is 1e-8.

Previous topic

sm.genmod.generalized_linear_model.GLM.estimate_scale

Next topic

sm.genmod.generalized_linear_model.GLM.hessian

This Page