Score, first derivative of loglike for each observation
This currently only implements the derivative with respect to the
exog parameters, but not with respect to threshold parameters.
- Parameters:
- params
ndarray Parameters for the model, (exog_coef, transformed_thresholds)
- Returns:
ndarrayThe score for each observation with respect to the exog
parameters and the transformed threshold parameters, 2-dim
with shape (nobs, k_vars + k_levels - 1).