statsmodels.base.model.GenericLikelihoodModel.fit#

GenericLikelihoodModel.fit(start_params=None, method='nm', maxiter=500, full_output=1, disp=1, callback=None, retall=0, **kwargs)[source]#

Fit the model via maximum likelihood

Parameters:
start_paramsarray_like, optional

Initial guess of the solution for the loglikelihood maximization. The default is an array of 0.1 for each parameter.

methodstr, optional

The method determines which solver from scipy.optimize is used. See LikelihoodModel.fit for the available methods.

maxiterint, optional

The maximum number of iterations to perform.

full_outputbool, optional

Set to True to have all available output in the Results object’s mle_retvals attribute.

dispbool, optional

Set to True to print convergence messages.

callbackcallable callback(xk), optional

Called after each iteration, as callback(xk), where xk is the current parameter vector.

retallbool, optional

Set to True to return list of solutions at each iteration.

**kwargs

Additional keyword arguments passed to LikelihoodModel.fit.

Returns:
GenericLikelihoodModelResults

The fitted model results.