miscmodels.tmodel.TLinearModel()

statsmodels.miscmodels.tmodel.TLinearModel

class statsmodels.miscmodels.tmodel.TLinearModel(endog, exog=None, loglike=None, score=None, hessian=None, missing='none', extra_params_names=None, **kwds) [source]

Maximum Likelihood Estimation of Linear Model with t-distributed errors

This is an example for generic MLE.

Except for defining the negative log-likelihood method, all methods and results are generic. Gradients and Hessian and all resulting statistics are based on numerical differentiation.

Methods

expandparams(params)	expand to full parameter array when some parameters are fixed
fit([start_params, method, maxiter, ...])	Fit the model using maximum likelihood.
from_formula(formula, data[, subset])	Create a Model from a formula and dataframe.
hessian(params)	Hessian of log-likelihood evaluated at params
information(params)	Fisher information matrix of model
initialize()
jac(*args, **kwds)	jac is deprecated, use score_obs instead!
loglike(params)
loglikeobs(params)
nloglike(params)
nloglikeobs(params)	Loglikelihood of linear model with t distributed errors.
predict(params[, exog])
reduceparams(params)
score(params)	Gradient of log-likelihood evaluated at params
score_obs(params, **kwds)	Jacobian/Gradient of log-likelihood evaluated at params for each observation.

Attributes

endog_names
exog_names