statsmodels.genmod.families.family.Tweedie.loglike_obs

Tweedie.loglike_obs(endog, mu, var_weights=1.0, scale=1.0)[source]

The log-likelihood function for each observation in terms of the fitted mean response for the Tweedie distribution.

Parameters
endogndarray

Usually the endogenous response variable.

mundarray

Usually but not always the fitted mean response variable.

var_weightsarray_like

1d array of variance (analytic) weights. The default is 1.

scalefloat

The scale parameter. The default is 1.

Returns
ll_ifloat

The value of the loglikelihood evaluated at (endog, mu, var_weights, scale) as defined below.

Notes

If eql is True, the Extended Quasi-Likelihood is used. At present, this method returns NaN if eql is False. When the actual likelihood is implemented, it will be accessible by setting eql to False.

References

R Kaas (2005). Compound Poisson Distributions and GLM’s – Tweedie’s Distribution. https://core.ac.uk/download/pdf/6347266.pdf#page=11

JA Nelder, D Pregibon (1987). An extended quasi-likelihood function. Biometrika 74:2, pp 221-232. https://www.jstor.org/stable/2336136