Where is the linear predictors (eta) located in the statsmodels.GLM class?
If a fitted model mdl = sm.GLM(Y, X, family = family()).fit()
is equal to R's mdl <- glm.fit(X, Y, family = family())
, then R's eta can be found mdl$linear.predictors
. But i can't seem to find eta in statsmodels.
Right now i calculate them by X @ mdl.params
, which seems a bit tedious
eta
is not a very descriptive name. The internal name in statsmodels is linpred
.
The linear predictor including offset and exposure can be obtained using the results predict method
results_glm.predict(..., linear=True)
or md1.predict
in your case.
Offset can be set to zero using the keyword to obtain the linear predictor without offset, similar for exposure.