MNLogit.loglike()

statsmodels.discrete.discrete_model.MNLogit.loglike

MNLogit.loglike(params) [source]

Log-likelihood of the multinomial logit model.

Parameters:

Parameters:	params : array-like The parameters of the multinomial logit model.
Returns:	loglike : float The log-likelihood function of the model evaluated at `params`. See notes.

params : array-like

The parameters of the multinomial logit model.

Returns:

loglike : float

The log-likelihood function of the model evaluated at params. See notes.

Notes

$\ln L=\sum_{i=1}^{n}\sum_{j=0}^{J}d_{ij}\ln\left(\frac{\exp\left(\beta_{j}^{\prime}x_{i}\right)}{\sum_{k=0}^{J}\exp\left(\beta_{k}^{\prime}x_{i}\right)}\right)$

where $d_{ij}=1$ if individual i chose alternative j and 0 if not.

Links:

http://statsmodels.sourceforge.net/stable/generated/statsmodels.discrete.discrete_model.MNLogit.loglike.html

doc_statsmodels

2017-01-18 16:12:20

Comments