statsmodels.discrete.discrete_model.NegativeBinomialResults¶
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class
statsmodels.discrete.discrete_model.NegativeBinomialResults(model, mlefit, cov_type='nonrobust', cov_kwds=None, use_t=None)[source]¶ A results class for NegativeBinomial 1 and 2
Parameters: model : A DiscreteModel instance
params : array-like
The parameters of a fitted model.
hessian : array-like
The hessian of the fitted model.
scale : float
A scale parameter for the covariance matrix.
Attributes
llf()Log-likelihood of model df_resid (float) See model definition. df_model (float) See model definition. Methods
aic()Akaike information criterion. bic()Bayesian information criterion. bse()The standard errors of the parameter estimates. conf_int([alpha, cols, method])Returns the confidence interval of the fitted parameters. cov_params([r_matrix, column, scale, cov_p, …])Returns the variance/covariance matrix. f_test(r_matrix[, cov_p, scale, invcov])Compute the F-test for a joint linear hypothesis. fittedvalues()Linear predictor XB. get_margeff([at, method, atexog, dummy, count])Get marginal effects of the fitted model. initialize(model, params, **kwd)Initialize (possibly re-initialize) a Results instance. llf()Log-likelihood of model llnull()Value of the constant-only loglikelihood llr()Likelihood ratio chi-squared statistic; -2*(llnull - llf) llr_pvalue()The chi-squared probability of getting a log-likelihood ratio statistic greater than llr. lnalpha()Natural log of alpha lnalpha_std_err()Natural log of standardized error load(fname)load a pickle, (class method); use only on trusted files, as unpickling can run arbitrary code. normalized_cov_params()See specific model class docstring predict([exog, transform])Call self.model.predict with self.params as the first argument. prsquared()McFadden’s pseudo-R-squared. pvalues()The two-tailed p values for the t-stats of the params. remove_data()remove data arrays, all nobs arrays from result and model resid()Residuals resid_response()Respnose residuals. save(fname[, remove_data])save a pickle of this instance set_null_options([llnull, attach_results])set fit options for Null (constant-only) model summary([yname, xname, title, alpha, yname_list])Summarize the Regression Results summary2([yname, xname, title, alpha, …])Experimental function to summarize regression results t_test(r_matrix[, cov_p, scale, use_t])Compute a t-test for a each linear hypothesis of the form Rb = q t_test_pairwise(term_name[, method, alpha, …])perform pairwise t_test with multiple testing corrected p-values tvalues()Return the t-statistic for a given parameter estimate. wald_test(r_matrix[, cov_p, scale, invcov, …])Compute a Wald-test for a joint linear hypothesis. wald_test_terms([skip_single, …])Compute a sequence of Wald tests for terms over multiple columns
