statsmodels.discrete.discrete_model.Poisson.jac¶

Poisson.jac(*args, **kwds)¶

jac is deprecated, use score_obs instead! Use score_obs method. jac will be removed in 0.7

Poisson model Jacobian of the log-likelihood for each observation

Parameters:

params : array-like

The parameters of the model

Returns:

score : ndarray (nobs, k_vars)

The score vector of the model evaluated at params

Notes

$\frac{\partial\ln L_{i}}{\partial\beta}=\left(y_{i}-\lambda_{i}\right)x_{i}$

for observations $i=1,...,n$

where the loglinear model is assumed

$\ln\lambda_{i}=x_{i}\beta$