TLinearModel.nloglikeobs(params)
[source]
Loglikelihood of linear model with t distributed errors.
Parameters: | params (array) – The parameters of the model. The last 2 parameters are degrees of freedom and scale. |
---|---|
Returns: |
loglike – The log likelihood of the model evaluated at params for each observation defined by self.endog and self.exog. |
Return type: | array |
The t distribution is the standard t distribution and not a standardized t distribution, which means that the scale parameter is not equal to the standard deviation.
self.fixed_params and self.expandparams can be used to fix some parameters. (I doubt this has been tested in this model.)
© 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.miscmodels.tmodel.TLinearModel.nloglikeobs.html