statsmodels.genmod.families.family.NegativeBinomial.deviance¶
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NegativeBinomial.
deviance
(endog, mu, scale=1.0)[source]¶ Returns the value of the deviance function.
Parameters: endog : array-like
Endogenous response variable
mu : array-like
Fitted mean response variable
scale : float, optional
An optional scale argument
Returns: deviance : float
Deviance function as defined below
Notes
deviance = sum(piecewise)
where piecewise is defined as
If Y_{i} == 0:
piecewise_i = 2\log(1+\alpha*\mu)/\alpha
If Y_{i} > 0:
piecewise_i = math2 Y \log(Y/\mu)-2/\alpha(1+\alpha Y) * \log((1+\alpha Y)/(1+\alpha\mu))