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 zero-indexed.
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 log-likelihood |
information (params) | Fisher information matrix of model |
initialize () | Preprocesses the data for MNLogit. |
loglike (params) | Log-likelihood of the multinomial logit model. |
loglike_and_score (params) | Returns log likelihood and score, efficiently reusing calculations. |
loglikeobs (params) | Log-likelihood 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 log-likelihood |
score_obs (params) | Jacobian matrix for multinomial logit model log-likelihood |
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 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.discrete.discrete_model.MNLogit.html