statsmodels.miscmodels.count.PoissonGMLE¶
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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