statsmodels.discrete.conditional_models.ConditionalPoisson¶
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class
statsmodels.discrete.conditional_models.
ConditionalPoisson
(endog, exog, missing='none', **kwargs)[source]¶ Fit a conditional Poisson regression model to grouped data.
Every group is implicitly given an intercept, but the model is fit using a conditional likelihood in which the intercepts are not present. Thus, intercept estimates are not given, but the other parameter estimates can be interpreted as being adjusted for any group-level confounders.
Parameters: endog : array_like
The response variable
exog : array_like
The covariates
groups : array_like
Codes defining the groups. This is a required keyword parameter.
Attributes
endog_names
Names of endogenous variables. exog_names
Names of exogenous variables. Methods
fit
([start_params, method, maxiter, …])Fit method for likelihood based models fit_regularized
([method, alpha, …])Return a regularized fit to a linear regression model. from_formula
(formula, data[, subset, drop_cols])Create a Model from a formula and dataframe. hessian
(params)The Hessian matrix of the model. information
(params)Fisher information matrix of model. initialize
()Initialize (possibly re-initialize) a Model instance. loglike
(params)Log-likelihood of model. predict
(params[, exog])After a model has been fit predict returns the fitted values. score
(params)Score vector of model. Methods
fit
([start_params, method, maxiter, …])Fit method for likelihood based models fit_regularized
([method, alpha, …])Return a regularized fit to a linear regression model. from_formula
(formula, data[, subset, drop_cols])Create a Model from a formula and dataframe. hessian
(params)The Hessian matrix of the model. information
(params)Fisher information matrix of model. initialize
()Initialize (possibly re-initialize) a Model instance. loglike
(params)Log-likelihood of model. predict
(params[, exog])After a model has been fit predict returns the fitted values. score
(params)Score vector of model. Properties
endog_names
Names of endogenous variables. exog_names
Names of exogenous variables.