statsmodels.discrete.discrete_model.MNLogit.score_obs
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MNLogit.score_obs(params)
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Jacobian matrix for multinomial logit model log-likelihood
Parameters: params : array
The parameters of the multinomial logit model.
Returns: jac : ndarray, (nobs, k_vars*(J-1))
The derivative of the loglikelihood for each observation evaluated at
params
.Notes
for , for observations
In the multinomial model the score vector is K x (J-1) but is returned as a flattened array. The Jacobian has the observations in rows and the flatteded array of derivatives in columns.
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