statsmodels.discrete.discrete_model.NegativeBinomial.loglike

NegativeBinomial.loglike(params)

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.

Returns :

llf : float

The loglikelihood value at params

Notes

Following notation in Greene (2008), with negative binomial heterogeneity parameter :

where :math`Q=0` for NB2 and geometric and for NB1. For the geometric, as well.