statsmodels.regression.linear_model.OLS.loglike¶

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

The likelihood function for the OLS model.

Parameters:¶

params : array_like¶

The coefficients with which to estimate the log-likelihood.

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:¶

The likelihood function evaluated at params.

Return type:¶

float