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statsmodels.discrete.discrete_model.MNLogit.loglike

MNLogit.loglike(params) [source]

Log-likelihood of the multinomial logit model.

Parameters: params (array-like) – The parameters of the multinomial logit model.
Returns: loglike – The log-likelihood function of the model evaluated at params. See notes.
Return type: float

Notes

\[\ln L=\sum_{i=1}^{n}\sum_{j=0}^{J}d_{ij}\ln\left(\frac{\exp\left(\beta_{j}^{\prime}x_{i}\right)}{\sum_{k=0}^{J}\exp\left(\beta_{k}^{\prime}x_{i}\right)}\right)\]

where \(d_{ij}=1\) if individual i chose alternative j and 0 if not.

© 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.loglike.html