Returns the value of the Gaussian log-likelihood function at params.

Given the whitened design matrix, the log-likelihood is evaluated at the parameter vector params for the dependent variable endog.

Parameters:params (array-like) – The parameter estimates
Returns:loglike – The value of the log-likelihood function for a GLS Model.
Return type:float


The log-likelihood function for the normal distribution is


Y and Y-hat are whitened.