statsmodels.genmod.families.family.NegativeBinomial.loglike
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NegativeBinomial.loglike(endog, lin_pred=None)
[source] -
The loglikelihood function for the negative binomial family.
Parameters: endog : array-like
Endogenous response variable
lin_pred : array-like
The linear predictor of the model. This is dot(exog,params), plus the offset if present.
Returns: llf : float
The value of the loglikelihood function evaluated at (endog,mu,scale) as defined below.
Notes
- sum(endog*log(alpha*exp(lin_pred)/(1+alpha*exp(lin_pred))) -
- log(1+alpha*exp(lin_pred))/alpha + constant)
where constant is defined as:
constant = gammaln(endog + 1/alpha) - gammaln(endog + 1) - gammaln(1/alpha)
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