Include offset and exposure in GEEResults.fittedvalues

and remove misleading documentation from GLMResults.fittedvalues

Author: Rebecca N. Palmer <rebecca_palmer@zoho.com>
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

diff --git a/statsmodels/genmod/generalized_estimating_equations.py b/statsmodels/genmod/generalized_estimating_equations.py
index 6a7ccf1efa3f0805c331338dbe335b2d33164644..7ae36a654c9857a0ab58fffe4cab920950ab193e 100644 (file)
--- a/statsmodels/genmod/generalized_estimating_equations.py
+++ b/statsmodels/genmod/generalized_estimating_equations.py
@@ -1975,8 +1975,7 @@ 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)
 
     def plot_added_variable(self, focus_exog, resid_type=None,
                             use_glm_weights=True, fit_kwargs=None,

diff --git a/statsmodels/genmod/generalized_linear_model.py b/statsmodels/genmod/generalized_linear_model.py
index e20d2df898bda000b9bcd8c28664045d90f77d32..00451b326c6b8289ac49b376dd9cc7b52a58d4a1 100644 (file)
--- a/statsmodels/genmod/generalized_linear_model.py
+++ b/statsmodels/genmod/generalized_linear_model.py
@@ -1563,8 +1563,7 @@ class GLMResults(base.LikelihoodModelResults):
     @cache_readonly
     def fittedvalues(self):
         """
-        Linear predicted values for the fitted model.
-        dot(exog, params)
+        Predicted values for the fitted model.
         """
         return self.mu