NegativeBinomial.loglike(params)
[source]
Loglikelihood for negative binomial model
Parameters: |
params (array-like) – The parameters of the model. If loglike_method is nb1 or nb2, then the ancillary parameter is expected to be the last element. |
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Returns: |
llf – The loglikelihood value at params
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Return type: | float |
Following notation in Greene (2008), with negative binomial heterogeneity parameter \(\alpha\):
where :math`Q=0` for NB2 and geometric and \(Q=1\) for NB1. For the geometric, \(\alpha=0\) as well.
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© 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.NegativeBinomial.loglike.html