Logo

statsmodels.discrete.discrete_model.Logit.loglikeobs

Logit.loglikeobs(params)[source]

Log-likelihood of logit model for each observation.

Parameters :

params : array-like

The parameters of the logit model.

Returns :

The log-likelihood function of the logit model. See notes. :

Notes

\ln L=\sum_{i}\ln\Lambda\left(q_{i}x_{i}^{\prime}\beta\right)

Where q=2y-1. This simplification comes from the fact that the logistic distribution is symmetric.

Previous topic

statsmodels.discrete.discrete_model.Logit.loglike

Next topic

statsmodels.discrete.discrete_model.Logit.pdf

This Page