statsmodels.discrete.discrete_model.Logit.score_factor

Logit.score_factor(params)

Logit model derivative of the log-likelihood with respect to linpred.

Parameters:

paramsarray_like

The parameters of the model

Returns:

score_factorarray_like

The derivative of the log-likelihood for each observation evaluated at params.

Notes

\[\frac{\partial\ln L_{i}}{\partial\beta}=\left(y_{i}-\lambda_{i}\right)\]

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

where the loglinear model is assumed

\[\ln\lambda_{i}=x_{i}\beta\]