statsmodels.miscmodels.tmodel.TLinearModel¶
-
class
statsmodels.miscmodels.tmodel.
TLinearModel
(endog, exog=None, loglike=None, score=None, hessian=None, missing='none', extra_params_names=None, **kwds)[source]¶ Maximum Likelihood Estimation of Linear Model with t-distributed errors
This is an example for generic MLE.
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
initialize
()loglike
(params)nloglikeobs
(params)Loglikelihood of linear model with t distributed errors. predict
(params[, exog])Attributes
endog_names
exog_names