class statsmodels.discrete.discrete_model.Poisson(endog, exog, offset=None, exposure=None, missing='none', **kwargs)[source]

Poisson model for count data


endog : array-like

1-d endogenous response variable. The dependent variable.

exog : array-like

A nobs x k array where nobs is the number of observations and k is the number of regressors. An intercept is not included by default and should be added by the user. See

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.

missing : str

Available options are ‘none’, ‘drop’, and ‘raise’. If ‘none’, no nan checking is done. If ‘drop’, any observations with nans are dropped. If ‘raise’, an error is raised. Default is ‘none.’


endog (array) A reference to the endogenous response variable
exog (array) A reference to the exogenous design.


cdf(X) Poisson model cumulative distribution function
cov_params_func_l1(likelihood_model, xopt, ...) Computes cov_params on a reduced parameter space corresponding to the nonzero parameters resulting from the l1 regularized fit.
fit([start_params, method, maxiter, ...]) Fit the model using maximum likelihood.
fit_constrained(constraints[, start_params]) fit the model subject to linear equality constraints
fit_regularized([start_params, method, ...]) Fit the model using a regularized maximum likelihood.
hessian(params) Poisson model Hessian matrix of the loglikelihood
initialize() Initialize is called by statsmodels.model.LikelihoodModel.__init__ and should contain any preprocessing that needs to be done for a model.
loglike(params) Loglikelihood of Poisson model
loglikeobs(params) Loglikelihood for observations of Poisson model
pdf(X) Poisson model probability mass function
predict(params[, exog, exposure, offset, linear]) Predict response variable of a count model given exogenous variables.
score(params) Poisson model score (gradient) vector of the log-likelihood
score_obs(params) Poisson model Jacobian of the log-likelihood for each observation