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.


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, drop_cols]) Create a Model from a formula and dataframe.
hessian(params) Hessian of log-likelihood evaluated at params
hessian_factor(params[, scale, observed]) Weights for calculating Hessian
information(params) Fisher information matrix of model
initialize() Initialize (possibly re-initialize) a Model instance.
loglike(params) Log-likelihood of model.
nloglikeobs(params) Loglikelihood of linear model with t distributed errors.
predict(params[, exog]) After a model has been fit predict returns the fitted values.
score(params) Gradient of log-likelihood evaluated at params
score_obs(params, **kwds) Jacobian/Gradient of log-likelihood evaluated at params for each observation.


endog_names Names of endogenous variables
exog_names Names of exogenous variables

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.