statsmodels.genmod.families.family.Gamma.loglike
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Gamma.loglike(endog, mu, scale=1.0)
[source] -
Loglikelihood function for Gamma exponential family distribution.
Parameters: endog : array-like
Endogenous response variable
mu : array-like
Fitted mean response variable
scale : float, optional
The default is 1.
Returns: llf : float
The value of the loglikelihood function evaluated at (endog,mu,scale) as defined below.
Notes
llf = -1/scale * sum(endog/mu + log(mu) + (scale-1)*log(endog) + log(scale) + scale*gammaln(1/scale)) where gammaln is the log gamma function.
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