statsmodels.genmod.generalized_linear_model.GLM.estimate_scale

GLM.estimate_scale(mu)[source]

Estimate the dispersion/scale.

Type of scale can be chose in the fit method.

Parameters

mu : ndarray

mu is the mean response estimate

Returns

Estimate of scale

Notes

The default scale for Binomial, Poisson and Negative Binomial families is 1. The default for the other families is Pearson’s Chi-Square estimate.