statsmodels.discrete.discrete_model.Poisson.score¶
- Poisson.score(params)[source]¶
Poisson model score (gradient) vector of the log-likelihood
- Parameters:¶
- paramsarray_like
The parameters of the model
- Returns:¶
- score
ndarray
, 1-D The score vector of the model, i.e. the first derivative of the loglikelihood function, evaluated at params
- score
Notes
\[\frac{\partial\ln L}{\partial\beta}=\sum_{i=1}^{n}\left(y_{i}-\lambda_{i}\right)x_{i}\]where the loglinear model is assumed
\[\ln\lambda_{i}=x_{i}\beta\]
Last update:
Oct 03, 2024