scikits.statsmodels.discretemod.Poisson

class scikits.statsmodels.discretemod.Poisson(endog, exog=None)

Poisson model for count data

Parameters:

endog : array-like

1-d array of the response variable.

exog : array-like

exog is an n x p array where n is the number of observations and p is the number of regressors including the intercept if one is included in the data.

Attributes

endog array A reference to the endogenous response variable
exog array A reference to the exogenous design.
nobs float The number of observations of the model.

Methods

cdf(X) Poisson model cumulative distribution function
fit([start_params, maxiter, method, tol]) Fits the Poisson model.
hessian(params) Poisson model Hessian matrix of the loglikelihood
information(params) Fisher information matrix of model
initialize() Initialize is called by
loglike(params) Loglikelihood of Poisson model
pdf(X) Poisson model probability mass function
predict(design) After a model has been fit predict returns the fitted values.
score(params) Poisson model score (gradient) vector of the log-likelihood

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