statsmodels.genmod.families.family.Family.loglike_obs

Family.loglike_obs(endog, mu, var_weights=1.0, scale=1.0)[source]

The log-likelihood function for each observation in terms of the fitted mean response for the distribution.

Parameters:
endogndarray

Usually the endogenous response variable.

mundarray

Usually but not always the fitted mean response variable.

var_weightsarray_like

1d array of variance (analytic) weights. The default is 1.

scalefloat

The scale parameter. The default is 1.

Returns:
ll_ifloat

The value of the loglikelihood evaluated at (endog, mu, var_weights, scale) as defined below.

Notes

This is defined for each family. endog and mu are not restricted to endog and mu respectively. For instance, you could call both loglike(endog, endog) and loglike(endog, mu) to get the log-likelihood ratio.


Last update: Dec 14, 2023