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 501d8cdffaef4cdd817fc64efcf1ec0baac6e51f..8127b20f30aa5512c224364c54c41cab9261e103 100644 (file)
--- 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 62546ac7be396d6dc1503fb196c39296dcf029f8..b42d08aafb08eb34ede372c234d9f40f098d906f 100644 (file)
--- 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