How to use scale and shape parameters of gamma GLM in statsmodels
问题 The task I have data that looks like this: I want to fit a generalized linear model (glm) to this from a gamma family using statsmodels . Using this model, for each of my observations I want to calculate the probability of observing a value that is smaller than (or equal to) that value. In other words I want to calculate: P(y <= y_i | x_i) My questions How do I get the shape and scale parameters from the fitted glm in statsmodels ? According to this question the scale parameter in statsmodels