MNLogit.loglikeobs()

statsmodels.discrete.discrete_model.MNLogit.loglikeobs

MNLogit.loglikeobs(params) [source]

Log-likelihood of the multinomial logit model for each observation.

Parameters:

Parameters:	params : array-like The parameters of the multinomial logit model.
Returns:	loglike : ndarray (nobs,) The log likelihood for each observation of the model evaluated at `params`. See Notes

params : array-like

The parameters of the multinomial logit model.

Returns:

loglike : ndarray (nobs,)

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

Notes

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

for observations $i=1,...,n$

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.loglikeobs.html

doc_statsmodels

2017-01-18 16:12:21

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