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statsmodels.discrete.discrete_model.Logit.loglikeobs

Logit.loglikeobs(params) [source]

Log-likelihood of logit model for each observation.

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

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.

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.discrete.discrete_model.Logit.loglikeobs.html