statsmodels.miscmodels.count.PoissonGMLE

class statsmodels.miscmodels.count.PoissonGMLE(endog, exog=None, loglike=None, score=None, hessian=None, missing='none', extra_params_names=None, **kwds)[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

nloglikeobs(params) Loglikelihood of Poisson model
predict_distribution(exog) return frozen scipy.stats distribution with mu at estimated prediction

Attributes

endog_names
exog_names