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Logit.loglike()

statsmodels.discrete.discrete_model.Logit.loglike

Logit.loglike(params) [source]

Log-likelihood of logit model.

Parameters:

params : array-like

The parameters of the logit model.

Returns:

loglike : float

The log-likelihood function of the model evaluated at params. See notes.

Notes

$\ln L=\sum_{i}\ln\Lambda\left(q_{i}x_{i}^{\prime}\beta\right)$

Where $q=2y-1$ . This simplification comes from the fact that the logistic distribution is symmetric.

Links:

http://statsmodels.sourceforge.net/stable/generated/statsmodels.discrete.discrete_model.Logit.loglike.html

doc_statsmodels

2017-01-18 16:11:41

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