statsmodels.genmod.families.family.Gamma.loglike¶
-
Gamma.loglike(endog, mu, var_weights=
1.0
, freq_weights=1.0
, scale=1.0
)¶ The log-likelihood function in terms of the fitted mean response.
- Parameters:¶
- endog
ndarray
Usually the endogenous response variable.
- mu
ndarray
Usually but not always the fitted mean response variable.
- var_weightsarray_like
1d array of variance (analytic) weights. The default is 1.
- freq_weightsarray_like
1d array of frequency weights. The default is 1.
- scale
float
The scale parameter. The default is 1.
- endog
- Returns:¶
- ll
float
The value of the loglikelihood evaluated at (endog, mu, var_weights, freq_weights, scale) as defined below.
- ll
Notes
Where \(ll_i\) is the by-observation log-likelihood:
\[ll = \sum(ll_i * freq\_weights_i)\]ll_i
is defined for each family. endog and mu are not restricted toendog
andmu
respectively. For instance, you could call bothloglike(endog, endog)
andloglike(endog, mu)
to get the log-likelihood ratio.
Last update:
Oct 29, 2024