Poisson.jac()

statsmodels.discrete.discrete_model.Poisson.jac

Poisson.jac(*args, **kwds)

jac is deprecated, use score_obs instead! Use score_obs method. jac will be removed in 0.7

Poisson model Jacobian of the log-likelihood for each observation

Parameters:

Parameters:	params : array-like The parameters of the model
Returns:	score : ndarray (nobs, k_vars) The score vector of the model evaluated at `params`

params : array-like

The parameters of the model

Returns:

score : ndarray (nobs, k_vars)

The score vector of the model evaluated at params

$\frac{\partial\ln L_{i}}{\partial\beta}=\left(y_{i}-\lambda_{i}\right)x_{i}$

for observations $i=1,...,n$

where the loglinear model is assumed

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

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.discrete.discrete_model.Poisson.jac.html