3.2.2.3.32.1.11. 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 observationParameters: params : array-like
The parameters of the model
Returns: score : ndarray (nobs, k_vars)
The score vector of the model evaluated at params
Notes
\[\frac{\partial\ln L_{i}}{\partial\beta}=\left(y_{i}-\lambda_{i}\right)x_{i}\]for observations \(i=1,...,n\)
where the loglinear model is assumed
\[\ln\lambda_{i}=x_{i}\beta\]