Logit.loglikeobs()

Logit.loglikeobs(params) [source]

Log-likelihood of logit model for each observation.

Parameters:

Parameters:	params : array-like The parameters of the logit model.
Returns:	loglike : ndarray (nobs,) The log likelihood for each observation of the model evaluated at `params`. See Notes

params : array-like

The parameters of the logit model.

Returns:

loglike : ndarray (nobs,)

The log likelihood for each observation of the model evaluated at params. See Notes

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

for observations $i=1,...,n$

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

Links:

doc_statsmodels

2017-01-18 16:11:42

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