statsmodels.regression.linear_model.OLS.loglike

OLS.loglike(params, scale=None)[source]

The likelihood function for the OLS model.

Parameters:
paramsarray_like

The coefficients with which to estimate the log-likelihood.

scalefloat or None

If None, return the profile (concentrated) log likelihood (profiled over the scale parameter), else return the log-likelihood using the given scale value.

Returns:
float

The likelihood function evaluated at params.


Last update: Jun 01, 2024