Source code for statsmodels.discrete.count_model

from __future__ import division

__all__ = ["ZeroInflatedPoisson", "ZeroInflatedGeneralizedPoisson",
           "ZeroInflatedNegativeBinomialP"]

import warnings
import numpy as np
import statsmodels.base.model as base
import statsmodels.base.wrapper as wrap
import statsmodels.regression.linear_model as lm
from statsmodels.discrete.discrete_model import (DiscreteModel, CountModel,
                                                 Poisson, Logit, CountResults,
                                                 L1CountResults, Probit,
                                                 _discrete_results_docs,
                                                 _validate_l1_method,
                                                 GeneralizedPoisson,
                                                 NegativeBinomialP)
from statsmodels.distributions import zipoisson, zigenpoisson, zinegbin
from statsmodels.tools.numdiff import approx_fprime, approx_hess
from statsmodels.tools.decorators import cache_readonly
from statsmodels.tools.sm_exceptions import ConvergenceWarning


_doc_zi_params = """
    exog_infl : array_like or None
        Explanatory variables for the binary inflation model, i.e. for
        mixing probability model. If None, then a constant is used.
    offset : array_like
        Offset is added to the linear prediction with coefficient equal to 1.
    exposure : array_like
        Log(exposure) is added to the linear prediction with coefficient
        equal to 1.
    inflation : string, 'logit' or 'probit'
        The model for the zero inflation, either Logit (default) or Probit
    """


[docs]class GenericZeroInflated(CountModel): __doc__ = """ Generiz Zero Inflated model for count data %(params)s %(extra_params)s Attributes ---------- endog : array A reference to the endogenous response variable exog : array A reference to the exogenous design. exog_infl: array A reference to the zero-inflated exogenous design. """ % {'params' : base._model_params_doc, 'extra_params' : _doc_zi_params + base._missing_param_doc} def __init__(self, endog, exog, exog_infl=None, offset=None, inflation='logit', exposure=None, missing='none', **kwargs): super(GenericZeroInflated, self).__init__(endog, exog, offset=offset, exposure=exposure, missing=missing, **kwargs) if exog_infl is None: self.k_inflate = 1 self.exog_infl = np.ones((endog.size, self.k_inflate), dtype=np.float64) else: self.exog_infl = exog_infl self.k_inflate = exog_infl.shape[1] if len(exog.shape) == 1: self.k_exog = 1 else: self.k_exog = exog.shape[1] self.infl = inflation if inflation == 'logit': self.model_infl = Logit(np.zeros(self.exog_infl.shape[0]), self.exog_infl) self._hessian_inflate = self._hessian_logit elif inflation == 'probit': self.model_infl = Probit(np.zeros(self.exog_infl.shape[0]), self.exog_infl) self._hessian_inflate = self._hessian_probit else: raise ValueError("inflation == %s, which is not handled" % inflation) self.inflation = inflation self.k_extra = self.k_inflate if len(self.exog) != len(self.exog_infl): raise ValueError('exog and exog_infl have different number of' 'observation. `missing` handling is not supported') infl_names = ['inflate_%s' % i for i in self.model_infl.data.param_names] self.exog_names[:] = infl_names + list(self.exog_names) self.exog_infl = np.asarray(self.exog_infl, dtype=np.float64) self._init_keys.extend(['exog_infl', 'inflation']) self._null_drop_keys = ['exog_infl']
[docs] def loglike(self, params): """ Loglikelihood of Generic Zero Inflated model Parameters ---------- params : array_like The parameters of the model. Returns ------- loglike : float The log-likelihood function of the model evaluated at `params`. See notes. Notes -------- .. math:: \\ln L=\\sum_{y_{i}=0}\\ln(w_{i}+(1-w_{i})*P_{main\\_model})+ \\sum_{y_{i}>0}(\\ln(1-w_{i})+L_{main\\_model}) where P - pdf of main model, L - loglike function of main model. """ return np.sum(self.loglikeobs(params))
[docs] def loglikeobs(self, params): """ Loglikelihood for observations of Generic Zero Inflated model Parameters ---------- params : array_like The parameters of the model. Returns ------- loglike : ndarray The log likelihood for each observation of the model evaluated at `params`. See Notes Notes -------- .. math:: \\ln L=\\ln(w_{i}+(1-w_{i})*P_{main\\_model})+ \\ln(1-w_{i})+L_{main\\_model} where P - pdf of main model, L - loglike function of main model. for observations :math:`i=1,...,n` """ params_infl = params[:self.k_inflate] params_main = params[self.k_inflate:] y = self.endog w = self.model_infl.predict(params_infl) w = np.clip(w, np.finfo(float).eps, 1 - np.finfo(float).eps) llf_main = self.model_main.loglikeobs(params_main) zero_idx = np.nonzero(y == 0)[0] nonzero_idx = np.nonzero(y)[0] llf = np.zeros_like(y, dtype=np.float64) llf[zero_idx] = (np.log(w[zero_idx] + (1 - w[zero_idx]) * np.exp(llf_main[zero_idx]))) llf[nonzero_idx] = np.log(1 - w[nonzero_idx]) + llf_main[nonzero_idx] return llf
[docs] def fit(self, start_params=None, method='bfgs', maxiter=35, full_output=1, disp=1, callback=None, cov_type='nonrobust', cov_kwds=None, use_t=None, **kwargs): if start_params is None: offset = getattr(self, "offset", 0) + getattr(self, "exposure", 0) if np.size(offset) == 1 and offset == 0: offset = None start_params = self._get_start_params() if callback is None: # work around perfect separation callback #3895 callback = lambda *x: x mlefit = super(GenericZeroInflated, self).fit(start_params=start_params, maxiter=maxiter, disp=disp, method=method, full_output=full_output, callback=callback, **kwargs) zipfit = self.result_class(self, mlefit._results) result = self.result_class_wrapper(zipfit) if cov_kwds is None: cov_kwds = {} result._get_robustcov_results(cov_type=cov_type, use_self=True, use_t=use_t, **cov_kwds) return result
fit.__doc__ = DiscreteModel.fit.__doc__
[docs] def fit_regularized(self, start_params=None, method='l1', maxiter='defined_by_method', full_output=1, disp=1, callback=None, alpha=0, trim_mode='auto', auto_trim_tol=0.01, size_trim_tol=1e-4, qc_tol=0.03, **kwargs): _validate_l1_method(method) if np.size(alpha) == 1 and alpha != 0: k_params = self.k_exog + self.k_inflate alpha = alpha * np.ones(k_params) extra = self.k_extra - self.k_inflate alpha_p = alpha[:-(self.k_extra - extra)] if (self.k_extra and np.size(alpha) > 1) else alpha if start_params is None: offset = getattr(self, "offset", 0) + getattr(self, "exposure", 0) if np.size(offset) == 1 and offset == 0: offset = None start_params = self.model_main.fit_regularized( start_params=start_params, method=method, maxiter=maxiter, full_output=full_output, disp=0, callback=callback, alpha=alpha_p, trim_mode=trim_mode, auto_trim_tol=auto_trim_tol, size_trim_tol=size_trim_tol, qc_tol=qc_tol, **kwargs).params start_params = np.append(np.ones(self.k_inflate), start_params) cntfit = super(CountModel, self).fit_regularized( start_params=start_params, method=method, maxiter=maxiter, full_output=full_output, disp=disp, callback=callback, alpha=alpha, trim_mode=trim_mode, auto_trim_tol=auto_trim_tol, size_trim_tol=size_trim_tol, qc_tol=qc_tol, **kwargs) discretefit = self.result_class_reg(self, cntfit) return self.result_class_reg_wrapper(discretefit)
fit_regularized.__doc__ = DiscreteModel.fit_regularized.__doc__
[docs] def score_obs(self, params): """ Generic Zero Inflated model score (gradient) vector of the log-likelihood Parameters ---------- params : array_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` """ params_infl = params[:self.k_inflate] params_main = params[self.k_inflate:] y = self.endog w = self.model_infl.predict(params_infl) w = np.clip(w, np.finfo(float).eps, 1 - np.finfo(float).eps) score_main = self.model_main.score_obs(params_main) llf_main = self.model_main.loglikeobs(params_main) llf = self.loglikeobs(params) zero_idx = np.nonzero(y == 0)[0] nonzero_idx = np.nonzero(y)[0] mu = self.model_main.predict(params_main) dldp = np.zeros((self.exog.shape[0], self.k_exog), dtype=np.float64) dldw = np.zeros_like(self.exog_infl, dtype=np.float64) dldp[zero_idx,:] = (score_main[zero_idx].T * (1 - (w[zero_idx]) / np.exp(llf[zero_idx]))).T dldp[nonzero_idx,:] = score_main[nonzero_idx] if self.inflation == 'logit': dldw[zero_idx,:] = (self.exog_infl[zero_idx].T * w[zero_idx] * (1 - w[zero_idx]) * (1 - np.exp(llf_main[zero_idx])) / np.exp(llf[zero_idx])).T dldw[nonzero_idx,:] = -(self.exog_infl[nonzero_idx].T * w[nonzero_idx]).T elif self.inflation == 'probit': return approx_fprime(params, self.loglikeobs) return np.hstack((dldw, dldp))
[docs] def score(self, params): return self.score_obs(params).sum(0)
def _hessian_main(self, params): pass def _hessian_logit(self, params): params_infl = params[:self.k_inflate] params_main = params[self.k_inflate:] y = self.endog w = self.model_infl.predict(params_infl) w = np.clip(w, np.finfo(float).eps, 1 - np.finfo(float).eps) score_main = self.model_main.score_obs(params_main) llf_main = self.model_main.loglikeobs(params_main) llf = self.loglikeobs(params) zero_idx = np.nonzero(y == 0)[0] nonzero_idx = np.nonzero(y)[0] hess_arr = np.zeros((self.k_inflate, self.k_exog + self.k_inflate)) pmf = np.exp(llf) #d2l/dw2 for i in range(self.k_inflate): for j in range(i, -1, -1): hess_arr[i, j] = (( self.exog_infl[zero_idx, i] * self.exog_infl[zero_idx, j] * (w[zero_idx] * (1 - w[zero_idx]) * ((1 - np.exp(llf_main[zero_idx])) * (1 - 2 * w[zero_idx]) * np.exp(llf[zero_idx]) - (w[zero_idx] - w[zero_idx]**2) * (1 - np.exp(llf_main[zero_idx]))**2) / pmf[zero_idx]**2)).sum() - (self.exog_infl[nonzero_idx, i] * self.exog_infl[nonzero_idx, j] * w[nonzero_idx] * (1 - w[nonzero_idx])).sum()) #d2l/dpdw for i in range(self.k_inflate): for j in range(self.k_exog): hess_arr[i, j + self.k_inflate] = -(score_main[zero_idx, j] * w[zero_idx] * (1 - w[zero_idx]) * self.exog_infl[zero_idx, i] / pmf[zero_idx]).sum() return hess_arr def _hessian_probit(self, params): pass
[docs] def hessian(self, params): """ Generic Zero Inflated model Hessian matrix of the loglikelihood Parameters ---------- params : array_like The parameters of the model Returns ------- hess : ndarray, (k_vars, k_vars) The Hessian, second derivative of loglikelihood function, evaluated at `params` Notes ----- """ hess_arr_main = self._hessian_main(params) hess_arr_infl = self._hessian_inflate(params) if hess_arr_main is None or hess_arr_infl is None: return approx_hess(params, self.loglike) dim = self.k_exog + self.k_inflate hess_arr = np.zeros((dim, dim)) hess_arr[:self.k_inflate,:] = hess_arr_infl hess_arr[self.k_inflate:,self.k_inflate:] = hess_arr_main tri_idx = np.triu_indices(self.k_exog + self.k_inflate, k=1) hess_arr[tri_idx] = hess_arr.T[tri_idx] return hess_arr
[docs] def predict(self, params, exog=None, exog_infl=None, exposure=None, offset=None, which='mean'): """ Predict response variable of a count model given exogenous variables. Parameters ---------- params : array_like The parameters of the model exog : array, optional A reference to the exogenous design. If not assigned, will be used exog from fitting. exog_infl : array, optional A reference to the zero-inflated exogenous design. If not assigned, will be used exog from fitting. offset : array, optional Offset is added to the linear prediction with coefficient equal to 1. exposure : array, optional Log(exposure) is added to the linear prediction with coefficient equal to 1. If exposure is specified, then it will be logged by the method. The user does not need to log it first. which : string, optional Define values that will be predicted. 'mean', 'mean-main', 'linear', 'mean-nonzero', 'prob-zero, 'prob', 'prob-main' Default is 'mean'. Notes ----- """ if exog is None: exog = self.exog if exog_infl is None: exog_infl = self.exog_infl if exposure is None: exposure = getattr(self, 'exposure', 0) else: exposure = np.log(exposure) if offset is None: offset = 0 params_infl = params[:self.k_inflate] params_main = params[self.k_inflate:] prob_main = 1 - self.model_infl.predict(params_infl, exog_infl) lin_pred = np.dot(exog, params_main[:self.exog.shape[1]]) + exposure + offset # Refactor: This is pretty hacky, # there should be an appropriate predict method in model_main # this is just prob(y=0 | model_main) tmp_exog = self.model_main.exog tmp_endog = self.model_main.endog tmp_offset = getattr(self.model_main, 'offset', ['no']) tmp_exposure = getattr(self.model_main, 'exposure', ['no']) self.model_main.exog = exog self.model_main.endog = np.zeros((exog.shape[0])) self.model_main.offset = offset self.model_main.exposure = exposure llf = self.model_main.loglikeobs(params_main) self.model_main.exog = tmp_exog self.model_main.endog = tmp_endog # tmp_offset might be an array with elementwise equality testing if len(tmp_offset) == 1 and tmp_offset[0] == 'no': del self.model_main.offset else: self.model_main.offset = tmp_offset if len(tmp_exposure) == 1 and tmp_exposure[0] == 'no': del self.model_main.exposure else: self.model_main.exposure = tmp_exposure # end hack prob_zero = (1 - prob_main) + prob_main * np.exp(llf) if which == 'mean': return prob_main * np.exp(lin_pred) elif which == 'mean-main': return np.exp(lin_pred) elif which == 'linear': return lin_pred elif which == 'mean-nonzero': return prob_main * np.exp(lin_pred) / (1 - prob_zero) elif which == 'prob-zero': return prob_zero elif which == 'prob-main': return prob_main elif which == 'prob': return self._predict_prob(params, exog, exog_infl, exposure, offset) else: raise ValueError('which = %s is not available' % which)
[docs]class ZeroInflatedPoisson(GenericZeroInflated): __doc__ = """ Poisson Zero Inflated model for count data %(params)s %(extra_params)s Attributes ---------- endog : array A reference to the endogenous response variable exog : array A reference to the exogenous design. exog_infl: array A reference to the zero-inflated exogenous design. """ % {'params' : base._model_params_doc, 'extra_params' : _doc_zi_params + base._missing_param_doc} def __init__(self, endog, exog, exog_infl=None, offset=None, exposure=None, inflation='logit', missing='none', **kwargs): super(ZeroInflatedPoisson, self).__init__(endog, exog, offset=offset, inflation=inflation, exog_infl=exog_infl, exposure=exposure, missing=missing, **kwargs) self.model_main = Poisson(self.endog, self.exog, offset=offset, exposure=exposure) self.distribution = zipoisson self.result_class = ZeroInflatedPoissonResults self.result_class_wrapper = ZeroInflatedPoissonResultsWrapper self.result_class_reg = L1ZeroInflatedPoissonResults self.result_class_reg_wrapper = L1ZeroInflatedPoissonResultsWrapper def _hessian_main(self, params): params_infl = params[:self.k_inflate] params_main = params[self.k_inflate:] y = self.endog w = self.model_infl.predict(params_infl) w = np.clip(w, np.finfo(float).eps, 1 - np.finfo(float).eps) score = self.score(params) zero_idx = np.nonzero(y == 0)[0] nonzero_idx = np.nonzero(y)[0] mu = self.model_main.predict(params_main) hess_arr = np.zeros((self.k_exog, self.k_exog)) coeff = (1 + w[zero_idx] * (np.exp(mu[zero_idx]) - 1)) #d2l/dp2 for i in range(self.k_exog): for j in range(i, -1, -1): hess_arr[i, j] = (( self.exog[zero_idx, i] * self.exog[zero_idx, j] * mu[zero_idx] * (w[zero_idx] - 1) * (1 / coeff - w[zero_idx] * mu[zero_idx] * np.exp(mu[zero_idx]) / coeff**2)).sum() - (mu[nonzero_idx] * self.exog[nonzero_idx, i] * self.exog[nonzero_idx, j]).sum()) return hess_arr def _predict_prob(self, params, exog, exog_infl, exposure, offset): params_infl = params[:self.k_inflate] params_main = params[self.k_inflate:] counts = np.atleast_2d(np.arange(0, np.max(self.endog)+1)) if len(exog_infl.shape) < 2: transform = True w = np.atleast_2d( self.model_infl.predict(params_infl, exog_infl))[:, None] else: transform = False w = self.model_infl.predict(params_infl, exog_infl)[:, None] w = np.clip(w, np.finfo(float).eps, 1 - np.finfo(float).eps) mu = self.model_main.predict(params_main, exog, offset=offset)[:, None] result = self.distribution.pmf(counts, mu, w) return result[0] if transform else result def _get_start_params(self): start_params = self.model_main.fit(disp=0, method="nm").params start_params = np.append(np.ones(self.k_inflate) * 0.1, start_params) return start_params
[docs]class ZeroInflatedGeneralizedPoisson(GenericZeroInflated): __doc__ = """ Zero Inflated Generalized Poisson model for count data %(params)s %(extra_params)s Attributes ---------- endog : array A reference to the endogenous response variable exog : array A reference to the exogenous design. exog_infl: array A reference to the zero-inflated exogenous design. p: scalar P denotes parametrizations for ZIGP regression. """ % {'params' : base._model_params_doc, 'extra_params' : _doc_zi_params + """p : float dispersion power parameter for the GeneralizedPoisson model. p=1 for ZIGP-1 and p=2 for ZIGP-2. Default is p=2 """ + base._missing_param_doc} def __init__(self, endog, exog, exog_infl=None, offset=None, exposure=None, inflation='logit', p=2, missing='none', **kwargs): super(ZeroInflatedGeneralizedPoisson, self).__init__(endog, exog, offset=offset, inflation=inflation, exog_infl=exog_infl, exposure=exposure, missing=missing, **kwargs) self.model_main = GeneralizedPoisson(self.endog, self.exog, offset=offset, exposure=exposure, p=p) self.distribution = zigenpoisson self.k_exog += 1 self.k_extra += 1 self.exog_names.append("alpha") self.result_class = ZeroInflatedGeneralizedPoissonResults self.result_class_wrapper = ZeroInflatedGeneralizedPoissonResultsWrapper self.result_class_reg = L1ZeroInflatedGeneralizedPoissonResults self.result_class_reg_wrapper = L1ZeroInflatedGeneralizedPoissonResultsWrapper def _get_init_kwds(self): kwds = super(ZeroInflatedGeneralizedPoisson, self)._get_init_kwds() kwds['p'] = self.model_main.parameterization + 1 return kwds def _predict_prob(self, params, exog, exog_infl, exposure, offset): params_infl = params[:self.k_inflate] params_main = params[self.k_inflate:] p = self.model_main.parameterization counts = np.atleast_2d(np.arange(0, np.max(self.endog)+1)) if len(exog_infl.shape) < 2: transform = True w = np.atleast_2d( self.model_infl.predict(params_infl, exog_infl))[:, None] else: transform = False w = self.model_infl.predict(params_infl, exog_infl)[:, None] w[w == 1.] = np.nextafter(1, 0) mu = self.model_main.predict(params_main, exog, exposure=exposure, offset=offset)[:, None] result = self.distribution.pmf(counts, mu, params_main[-1], p, w) return result[0] if transform else result def _get_start_params(self): with warnings.catch_warnings(): warnings.simplefilter("ignore", category=ConvergenceWarning) start_params = ZeroInflatedPoisson(self.endog, self.exog, exog_infl=self.exog_infl).fit(disp=0).params start_params = np.append(start_params, 0.1) return start_params
[docs]class ZeroInflatedNegativeBinomialP(GenericZeroInflated): __doc__ = """ Zero Inflated Generalized Negative Binomial model for count data %(params)s %(extra_params)s Attributes ---------- endog : array A reference to the endogenous response variable exog : array A reference to the exogenous design. exog_infl: array A reference to the zero-inflated exogenous design. p: scalar P denotes parametrizations for ZINB regression. p=1 for ZINB-1 and p=2 for ZINB-2. Default is p=2 """ % {'params' : base._model_params_doc, 'extra_params' : _doc_zi_params + """p : float dispersion power parameter for the NegativeBinomialP model. p=1 for ZINB-1 and p=2 for ZINM-2. Default is p=2 """ + base._missing_param_doc} def __init__(self, endog, exog, exog_infl=None, offset=None, exposure=None, inflation='logit', p=2, missing='none', **kwargs): super(ZeroInflatedNegativeBinomialP, self).__init__(endog, exog, offset=offset, inflation=inflation, exog_infl=exog_infl, exposure=exposure, missing=missing, **kwargs) self.model_main = NegativeBinomialP(self.endog, self.exog, offset=offset, exposure=exposure, p=p) self.distribution = zinegbin self.k_exog += 1 self.k_extra += 1 self.exog_names.append("alpha") self.result_class = ZeroInflatedNegativeBinomialResults self.result_class_wrapper = ZeroInflatedNegativeBinomialResultsWrapper self.result_class_reg = L1ZeroInflatedNegativeBinomialResults self.result_class_reg_wrapper = L1ZeroInflatedNegativeBinomialResultsWrapper def _get_init_kwds(self): kwds = super(ZeroInflatedNegativeBinomialP, self)._get_init_kwds() kwds['p'] = self.model_main.parameterization return kwds def _predict_prob(self, params, exog, exog_infl, exposure, offset): params_infl = params[:self.k_inflate] params_main = params[self.k_inflate:] p = self.model_main.parameterization counts = np.arange(0, np.max(self.endog)+1) if len(exog_infl.shape) < 2: transform = True w = np.atleast_2d( self.model_infl.predict(params_infl, exog_infl))[:, None] else: transform = False w = self.model_infl.predict(params_infl, exog_infl)[:, None] w = np.clip(w, np.finfo(float).eps, 1 - np.finfo(float).eps) mu = self.model_main.predict(params_main, exog, exposure=exposure, offset=offset)[:, None] result = self.distribution.pmf(counts, mu, params_main[-1], p, w) return result[0] if transform else result def _get_start_params(self): with warnings.catch_warnings(): warnings.simplefilter("ignore", category=ConvergenceWarning) start_params = self.model_main.fit(disp=0, method='nm').params start_params = np.append(np.zeros(self.k_inflate), start_params) return start_params
[docs]class ZeroInflatedPoissonResults(CountResults): __doc__ = _discrete_results_docs % { "one_line_description": "A results class for Zero Inflated Poisson", "extra_attr": ""} @cache_readonly def _dispersion_factor(self): mu = self.predict(which='linear') w = 1 - self.predict() / np.exp(self.predict(which='linear')) return (1 + w * np.exp(mu))
[docs] def get_margeff(self, at='overall', method='dydx', atexog=None, dummy=False, count=False): """Get marginal effects of the fitted model. Not yet implemented for Zero Inflated Models """ raise NotImplementedError("not yet implemented for zero inflation")
class L1ZeroInflatedPoissonResults(L1CountResults, ZeroInflatedPoissonResults): pass class ZeroInflatedPoissonResultsWrapper(lm.RegressionResultsWrapper): pass wrap.populate_wrapper(ZeroInflatedPoissonResultsWrapper, ZeroInflatedPoissonResults) class L1ZeroInflatedPoissonResultsWrapper(lm.RegressionResultsWrapper): pass wrap.populate_wrapper(L1ZeroInflatedPoissonResultsWrapper, L1ZeroInflatedPoissonResults)
[docs]class ZeroInflatedGeneralizedPoissonResults(CountResults): __doc__ = _discrete_results_docs % { "one_line_description": "A results class for Zero Inflated Generalized Poisson", "extra_attr": ""} @cache_readonly def _dispersion_factor(self): p = self.model.model_main.parameterization alpha = self.params[self.model.k_inflate:][-1] mu = np.exp(self.predict(which='linear')) w = 1 - self.predict() / mu return ((1 + alpha * mu**p)**2 + w * mu)
[docs] def get_margeff(self, at='overall', method='dydx', atexog=None, dummy=False, count=False): """Get marginal effects of the fitted model. Not yet implemented for Zero Inflated Models """ raise NotImplementedError("not yet implemented for zero inflation")
class L1ZeroInflatedGeneralizedPoissonResults(L1CountResults, ZeroInflatedGeneralizedPoissonResults): pass class ZeroInflatedGeneralizedPoissonResultsWrapper( lm.RegressionResultsWrapper): pass wrap.populate_wrapper(ZeroInflatedGeneralizedPoissonResultsWrapper, ZeroInflatedGeneralizedPoissonResults) class L1ZeroInflatedGeneralizedPoissonResultsWrapper( lm.RegressionResultsWrapper): pass wrap.populate_wrapper(L1ZeroInflatedGeneralizedPoissonResultsWrapper, L1ZeroInflatedGeneralizedPoissonResults)
[docs]class ZeroInflatedNegativeBinomialResults(CountResults): __doc__ = _discrete_results_docs % { "one_line_description": "A results class for Zero Inflated Genaralized Negative Binomial", "extra_attr": ""} @cache_readonly def _dispersion_factor(self): p = self.model.model_main.parameterization alpha = self.params[self.model.k_inflate:][-1] mu = np.exp(self.predict(which='linear')) w = 1 - self.predict() / mu return (1 + alpha * mu**(p-1) + w * mu)
[docs] def get_margeff(self, at='overall', method='dydx', atexog=None, dummy=False, count=False): """Get marginal effects of the fitted model. Not yet implemented for Zero Inflated Models """ raise NotImplementedError("not yet implemented for zero inflation")
class L1ZeroInflatedNegativeBinomialResults(L1CountResults, ZeroInflatedNegativeBinomialResults): pass class ZeroInflatedNegativeBinomialResultsWrapper( lm.RegressionResultsWrapper): pass wrap.populate_wrapper(ZeroInflatedNegativeBinomialResultsWrapper, ZeroInflatedNegativeBinomialResults) class L1ZeroInflatedNegativeBinomialResultsWrapper( lm.RegressionResultsWrapper): pass wrap.populate_wrapper(L1ZeroInflatedNegativeBinomialResultsWrapper, L1ZeroInflatedNegativeBinomialResults)