statsmodels.miscmodels.count.PoissonZiGMLE

class statsmodels.miscmodels.count.PoissonZiGMLE(endog, exog=None, offset=None, missing='none', **kwds)[source]

Maximum Likelihood Estimation of Poisson Model

This is an example for generic MLE which has the same statistical model as discretemod.Poisson but adds offset and zero-inflation.

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.

There are numerical problems if there is no zero-inflation.

Methods

expandparams(params)

expand to full parameter array when some parameters are fixed

fit([start_params, method, maxiter, …])

Fit the model using maximum likelihood.

from_formula(formula, data[, subset, drop_cols])

Create a Model from a formula and dataframe.

hessian(params)

Hessian of log-likelihood evaluated at params

hessian_factor(params[, scale, observed])

Weights for calculating Hessian

information(params)

Fisher information matrix of model

initialize()

Initialize (possibly re-initialize) a Model instance.

loglike(params)

Log-likelihood of model.

loglikeobs(params)

nloglike(params)

nloglikeobs(params)

Loglikelihood of Poisson model

predict(params[, exog])

After a model has been fit predict returns the fitted values.

reduceparams(params)

score(params)

Gradient of log-likelihood evaluated at params

score_obs(params, **kwds)

Jacobian/Gradient of log-likelihood evaluated at params for each observation.

Attributes

endog_names

Names of endogenous variables

exog_names

Names of exogenous variables