scikits.statsmodels.glm.GLM.fit

GLM.fit(maxiter=100, method='IRLS', tol=1e-08, data_weights=1.0, scale=None)

Fits a generalized linear model for a given family.

Parameters :

data_weights : array-like or scalar, only used with Binomial

Number of trials for each observation. Used for only for binomial data when endog is specified as a 2d array of (successes, failures). Note that this argument will be dropped in the future.

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.

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