statsmodels.gam.generalized_additive_model.LogitGam.score_factor

LogitGam.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 loglikelihood 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

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