statsmodels.genmod.families.family.Tweedie.loglike_obs¶
-
Tweedie.
loglike_obs
(endog, mu, var_weights=1.0, scale=1.0)[source]¶ The log-likelihood function for each observation in terms of the fitted mean response for the Tweedie distribution.
- Parameters
- endog
ndarray
Usually the endogenous response variable.
- mu
ndarray
Usually but not always the fitted mean response variable.
- var_weightsarray_like
1d array of variance (analytic) weights. The default is 1.
- scale
float
The scale parameter. The default is 1.
- endog
- Returns
- ll_i
float
The value of the loglikelihood evaluated at (endog, mu, var_weights, scale) as defined below.
- ll_i
Notes
If eql is True, the Extended Quasi-Likelihood is used. At present, this method returns NaN if eql is False. When the actual likelihood is implemented, it will be accessible by setting eql to False.
References
JA Nelder, D Pregibon (1987). An extended quasi-likelihood function. Biometrika 74:2, pp 221-232. https://www.jstor.org/stable/2336136