statsmodels.discrete.discrete_model.MNLogit.loglikeobs¶
- MNLogit.loglikeobs(params)[source]¶
Log-likelihood of the multinomial logit model for each observation.
- Parameters:¶
- paramsarray_like
The parameters of the multinomial logit model.
- Returns:¶
- loglikearray_like
The log likelihood for each observation of the model evaluated at params. See Notes
Notes
\[\ln L_{i}=\sum_{j=0}^{J}d_{ij}\ln \left(\frac{\exp\left(\beta_{j}^{\prime}x_{i}\right)} {\sum_{k=0}^{J} \exp\left(\beta_{k}^{\prime}x_{i}\right)}\right)\]for observations \(i=1,...,n\)
where \(d_{ij}=1\) if individual i chose alternative j and 0 if not.
Last update:
Oct 12, 2024