statsmodels.discrete.discrete_model.Poisson.fit_regularized Poisson.fit_regularized(start_params=None, method='l1', maxiter='defined_by_method', full_output=1, disp=1, callback=None, alpha=0, trim_mode='auto', auto_trim_tol=0.01, size_trim_tol=0.0001, qc_tol=0.03, **kwargs) [source] Fit the model using a regularized maximum likelihood. The regularization method AND the solver used is determined by the argument method. Parameters: start_params : array-like, optional Initial guess of the sol

statsmodels.tsa.vector_ar.irf.IRAnalysis.lr_effect_cov IRAnalysis.lr_effect_cov(orth=False) [source]

statsmodels.regression.linear_model.GLSAR.initialize GLSAR.initialize()

statsmodels.tsa.arima_model.ARIMA.loglike_kalman ARIMA.loglike_kalman(params, set_sigma2=True) Compute exact loglikelihood for ARMA(p,q) model by the Kalman Filter.

statsmodels.tsa.vector_ar.var_model.VAR.score VAR.score(params) Score vector of model. The gradient of logL with respect to each parameter.

statsmodels.sandbox.regression.gmm.GMMResults.initialize GMMResults.initialize(model, params, **kwd)

statsmodels.nonparametric.kde.KDEUnivariate.entropy static KDEUnivariate.entropy() [source] Returns the differential entropy evaluated at the support Notes Will not work if fit has not been called. 1e-12 is added to each probability to ensure that log(0) is not called.

statsmodels.genmod.generalized_linear_model.GLMResults.tvalues static GLMResults.tvalues() Return the t-statistic for a given parameter estimate.

statsmodels.sandbox.regression.try_catdata.cat2dummy statsmodels.sandbox.regression.try_catdata.cat2dummy(y, nonseq=0) [source]

Generalized Estimating Equations Generalized Estimating Equations estimate generalized linear models for panel, cluster or repeated measures data when the observations are possibly correlated withing a cluster but uncorrelated across clusters. It supports estimation of the same one-parameter exponential families as Generalized Linear models (GLM). See Module Reference for commands and arguments. Examples The following illustrates a Poisson regression with exchangeable correlation within cluste