statsmodels.discrete.discrete_model.Poisson.fit_constrained

Poisson.fit_constrained(constraints, start_params=None, **fit_kwds) [source]

fit the model subject to linear equality constraints

The constraints are of the form R params = q where R is the constraint_matrix and q is the vector of constraint_values.

The estimation creates a new model with transformed design matrix, exog, and converts the results back to the original parameterization.

Parameters:
  • constraints (formula expression or tuple) – If it is a tuple, then the constraint needs to be given by two arrays (constraint_matrix, constraint_value), i.e. (R, q). Otherwise, the constraints can be given as strings or list of strings. see t_test for details
  • start_params (None or array_like) – starting values for the optimization. start_params needs to be given in the original parameter space and are internally transformed.
  • **fit_kwds (keyword arguments) – fit_kwds are used in the optimization of the transformed model.
Returns:

results

Return type:

Results instance

© 2009–2012 Statsmodels Developers
© 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.Poisson.fit_constrained.html