class statsmodels.discrete.discrete_model.MNLogit(endog, exog, **kwargs)
[source]
Multinomial logit model
Parameters: 


endog
array – A reference to the endogenous response variable
exog
array – A reference to the exogenous design.
J
float – The number of choices for the endogenous variable. Note that this is zeroindexed.
K
float – The actual number of parameters for the exogenous design. Includes the constant if the design has one.
names
dict – A dictionary mapping the column number in wendog
to the variables in endog
.
wendog
array – An n x j array where j is the number of unique categories in endog
. Each column of j is a dummy variable indicating the category of each observation. See names
for a dictionary mapping each column to its category.
See developer notes for further information on MNLogit
internals.
cdf (X)  Multinomial logit cumulative distribution function. 
cov_params_func_l1 (likelihood_model, xopt, …)  Computes cov_params on a reduced parameter space corresponding to the nonzero parameters resulting from the l1 regularized fit. 
fit ([start_params, method, maxiter, …])  Fit the model using maximum likelihood. 
fit_regularized ([start_params, method, …])  Fit the model using a regularized maximum likelihood. 
from_formula (formula, data[, subset, drop_cols])  Create a Model from a formula and dataframe. 
hessian (params)  Multinomial logit Hessian matrix of the loglikelihood 
information (params)  Fisher information matrix of model 
initialize ()  Preprocesses the data for MNLogit. 
loglike (params)  Loglikelihood of the multinomial logit model. 
loglike_and_score (params)  Returns log likelihood and score, efficiently reusing calculations. 
loglikeobs (params)  Loglikelihood of the multinomial logit model for each observation. 
pdf (eXB)  NotImplemented 
predict (params[, exog, linear])  Predict response variable of a model given exogenous variables. 
score (params)  Score matrix for multinomial logit model loglikelihood 
score_obs (params)  Jacobian matrix for multinomial logit model loglikelihood 
endog_names  Names of endogenous variables 
exog_names  Names of exogenous variables 
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.discrete.discrete_model.MNLogit.html