statsmodels.discrete.discrete_model.Logit.loglikeobs

Logit.loglikeobs(params)[source]

Log-likelihood of logit model for each observation.

Parameters:
paramsarray_like

The parameters of the logit model.

Returns:
loglikendarray

The log likelihood for each observation of the model evaluated at params. See Notes

Notes

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

for observations \(i=1,...,n\)

where \(q=2y-1\). This simplification comes from the fact that the logistic distribution is symmetric.


Last update: Feb 14, 2024