statsmodels.genmod.families.family.Binomial.deviance
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Binomial.deviance(endog, mu, scale=1.0)
[source] -
Deviance function for either Bernoulli or Binomial data.
Parameters: endog : array-like
Endogenous response variable (already transformed to a probability if appropriate).
mu : array
Fitted mean response variable
scale : float, optional
An optional scale argument
Returns: deviance : float
The deviance function as defined below
Notes
If the endogenous variable is binary:
deviance
= -2*sum(I_one * log(mu) + (I_zero)*log(1-mu))where I_one is an indicator function that evalueates to 1 if endog_i == 1. and I_zero is an indicator function that evaluates to 1 if endog_i == 0.
If the model is ninomial:
deviance
= 2*sum(log(endog/mu) + (n-endog)*log((n-endog)/(n-mu))) where endog and n are as defined in Binomial.initialize.
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