From af2665d950ace4b44b403538354e217717339338 Mon Sep 17 00:00:00 2001 From: Debian Science Maintainers Date: Fri, 24 Apr 2020 15:17:04 +0100 Subject: [PATCH] Include offset and exposure in GEEResults.fittedvalues and remove misleading documentation from GLMResults.fittedvalues Author: Rebecca N. Palmer Bug: https://github.com/statsmodels/statsmodels/issues/5253 Forwarded: https://github.com/statsmodels/statsmodels/issues/5253#issuecomment-578980169 Gbp-Pq: Name up5253_gee_offset.patch --- statsmodels/genmod/generalized_estimating_equations.py | 3 +-- statsmodels/genmod/generalized_linear_model.py | 3 +-- 2 files changed, 2 insertions(+), 4 deletions(-) diff --git a/statsmodels/genmod/generalized_estimating_equations.py b/statsmodels/genmod/generalized_estimating_equations.py index 501d8cd..8127b20 100644 --- a/statsmodels/genmod/generalized_estimating_equations.py +++ b/statsmodels/genmod/generalized_estimating_equations.py @@ -2000,8 +2000,7 @@ class GEEResults(base.LikelihoodModelResults): """ Returns the fitted values from the model. """ - return self.model.family.link.inverse(np.dot(self.model.exog, - self.params)) + return self.model.predict(self.params) @Appender(_plot_added_variable_doc % {'extra_params_doc': ''}) def plot_added_variable(self, focus_exog, resid_type=None, diff --git a/statsmodels/genmod/generalized_linear_model.py b/statsmodels/genmod/generalized_linear_model.py index 62546ac..b42d08a 100644 --- a/statsmodels/genmod/generalized_linear_model.py +++ b/statsmodels/genmod/generalized_linear_model.py @@ -1567,8 +1567,7 @@ class GLMResults(base.LikelihoodModelResults): @cached_data def fittedvalues(self): """ - Linear predicted values for the fitted model. - dot(exog, params) + Predicted values for the fitted model. """ return self.mu -- 2.30.2