statsmodels.genmod.generalized_linear_model.GLM.fit_constrained¶

GLM.fit_constrained(constraints, start_params=None, **fit_kwds)[source]

fit the model subject to linear equality constraints

The constraints are of the form R params = q where R is the constraint_matrix and q is the vector of constraint_values.

The estimation creates a new model with transformed design matrix, exog, and converts the results back to the original parameterization.

Parameters: constraints (formula expression or tuple) – If it is a tuple, then the constraint needs to be given by two arrays (constraint_matrix, constraint_value), i.e. (R, q). Otherwise, the constraints can be given as strings or list of strings. see t_test for details start_params (None or array_like) – starting values for the optimization. start_params needs to be given in the original parameter space and are internally transformed. **fit_kwds (keyword arguments) – fit_kwds are used in the optimization of the transformed model. results Results instance