MNLogit.score_obs(params)
[source]
Jacobian matrix for multinomial logit model log-likelihood
Parameters: | params (array) – The parameters of the multinomial logit model. |
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Returns: |
jac – The derivative of the loglikelihood for each observation evaluated at params . |
Return type: | array-like |
for \(j=1,...,J\), for observations \(i=1,...,n\)
In the multinomial model the score vector is K x (J-1) but is returned as a flattened array. The Jacobian has the observations in rows and the flatteded array of derivatives in columns.
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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_obs.html