Poisson.score()

statsmodels.discrete.discrete_model.Poisson.score

Poisson.score(params) [source]

Poisson model score (gradient) vector of the log-likelihood

Parameters:

params : array-like

The parameters of the model

Returns:

score : ndarray, 1-D

The score vector of the model, i.e. the first derivative of the loglikelihood function, evaluated at params

Notes

\frac{\partial\ln L}{\partial\beta}=\sum_{i=1}^{n}\left(y_{i}-\lambda_{i}\right)x_{i}

where the loglinear model is assumed

\ln\lambda_{i}=x_{i}\beta

doc_statsmodels
2017-01-18 16:13:55
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