statsmodels.genmod.families.family.Tweedie.loglike_obs

method

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

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

Parameters

endogarray

Usually the endogenous response variable.

muarray

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

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