InverseGaussian.loglike()

statsmodels.genmod.families.family.InverseGaussian.loglike

InverseGaussian.loglike(endog, mu, scale=1.0) [source]

Loglikelihood function for inverse Gaussian distribution.

Parameters:	endog : array-like Endogenous response variable mu : array-like Fitted mean response variable scale : float, optional The default is 1.
Returns:	llf : float The value of the loglikelihood function evaluated at (endog,mu,scale) as defined below.

Notes

llf = -(1/2.)*sum((endog-mu)**2/(endog*mu**2*scale)

• log(scale*endog**3) + log(2*pi))