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statsmodels.miscmodels.count.PoissonGMLE

class statsmodels.miscmodels.count.PoissonGMLE(endog, exog=None, loglike=None, score=None, hessian=None)[source]

Maximum Likelihood Estimation of Poisson Model

This is an example for generic MLE which has the same statistical model as discretemod.Poisson.

Except for defining the negative log-likelihood method, all methods and results are generic. Gradients and Hessian and all resulting statistics are based on numerical differentiation.

Methods

bsejac()
bsejhj()
covjac() covariance of parameters based on loglike outer product of jacobian
covjhj()
expandparams(params) expand to full parameter array when some parameters are fixed
fit([start_params, method, maxiter, ...]) Fit the model using maximum likelihood.
hessian(params) Hessian of log-likelihood evaluated at params
hessv()
information(params) Fisher information matrix of model
initialize()
jac(params, **kwds) Jacobian/Gradient of log-likelihood evaluated at params for each
jacv()
loglike(params)
loglikeobs(params)
nloglike(params)
nloglikeobs(params) Loglikelihood of Poisson model
predict(params[, exog]) After a model has been fit predict returns the fitted values.
predict_distribution(exog) return frozen scipy.stats distribution with mu at estimated prediction
reduceparams(params)
score(params) Gradient of log-likelihood evaluated at params

Attributes

endog_names
exog_names

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