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Logit.jac()

statsmodels.discrete.discrete_model.Logit.jac

Logit.jac(*args, **kwds)

jac is deprecated, use score_obs instead! Use score_obs method. jac will be removed in 0.7

Logit model Jacobian of the log-likelihood for each observation
Parameters:

params: array-like :

The parameters of the model
Returns:

jac : ndarray, (nobs, k_vars)

The derivative of the loglikelihood for each observation evaluated at params.

Notes

\frac{\partial\ln L_{i}}{\partial\beta}=\left(y_{i}-\Lambda_{i}\right)x_{i}

for observations i=1,...,n

doc_statsmodels
doc_statsmodels
2017-01-18 16:11:41
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