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Logit.loglikeobs()

statsmodels.discrete.discrete_model.Logit.loglikeobs

Logit.loglikeobs(params) [source]

Log-likelihood of logit model for each observation.

Parameters:

params : array-like

The parameters of the logit model.
Returns:

loglike : ndarray (nobs,)

The log likelihood for each observation of the model evaluated at params. See Notes

Notes

\ln L=\sum_{i}\ln\Lambda\left(q_{i}x_{i}^{\prime}\beta\right)

for observations i=1,...,n

where q=2y-1. This simplification comes from the fact that the logistic distribution is symmetric.

doc_statsmodels
doc_statsmodels
2017-01-18 16:11:42
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