statsmodels.discrete.discrete_model.MNLogit.score
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MNLogit.score(params)
[source] -
Score matrix for multinomial logit model log-likelihood
Parameters: params : array
The parameters of the multinomial logit model.
Returns: score : ndarray, (K * (J-1),)
The 2-d score vector, i.e. the first derivative of the loglikelihood function, of the multinomial logit model evaluated at
params
.Notes
for
In the multinomial model the score matrix is K x J-1 but is returned as a flattened array to work with the solvers.
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