statsmodels.othermod.betareg.BetaModel.score_factor

BetaModel.score_factor(params, endog=None)[source]

Derivative of loglikelihood function w.r.t. linear predictors.

This needs to be multiplied with the exog to obtain the score_obs.

Parameters
paramsndarray

Parameter at which score is evaluated.

Returns
score_factorndarray, 2-D

A 2d weight vector used in the calculation of the score_obs.

Notes

The score_obs can be obtained from score_factor sf using

  • d1 = sf[:, :1] * exog

  • d2 = sf[:, 1:2] * exog_precision