MNLogit.score(params) [source]

Score matrix for multinomial logit model log-likelihood

Parameters: params (array) – The parameters of the multinomial logit model.
Returns: score – The 2-d score vector, i.e. the first derivative of the loglikelihood function, of the multinomial logit model evaluated at params.
Return type: ndarray, (K * (J-1),)


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

for \(j=1,...,J\)

In the multinomial model the score matrix is K x J-1 but is returned as a flattened array to work with the solvers.

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© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.