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statsmodels.regression.linear_model.OLS.score

OLS.score(params, scale=None) [source]

Evaluate the score function at a given point.

The score corresponds to the profile (concentrated) log-likelihood in which the scale parameter has been profiled out.

Parameters:
  • params (array-like) – The parameter vector at which the score function is computed.
  • scale (float or None) – If None, return the profile (concentrated) log likelihood (profiled over the scale parameter), else return the log-likelihood using the given scale value.
Returns:
Return type:

The score vector.

© 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.regression.linear_model.OLS.score.html