MNLogit.score(params)
[source]
Score matrix for multinomial logit model log-likelihood
Parameters: | params (array) – The parameters of the multinomial logit model. |
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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),) |
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.
http://www.statsmodels.org/stable/generated/statsmodels.discrete.discrete_model.MNLogit.score.html