statsmodels.genmod.families.family.Gamma.loglike_obs¶
- Gamma.loglike_obs(endog, mu, var_weights=1.0, scale=1.0)[source]¶
The log-likelihood function for each observation in terms of the fitted mean response for the Gamma distribution.
- Parameters:
- endog
ndarray Usually the endogenous response variable.
- mu
ndarray Usually but not always the fitted mean response variable.
- var_weightsarray_like
1d array of variance (analytic) weights. The default is 1.
- scale
float The scale parameter. The default is 1.
- endog
- Returns:
- ll_i
float The value of the loglikelihood evaluated at (endog, mu, var_weights, scale) as defined below.
- ll_i
Notes
\[ll_i = var\_weights_i / scale * (\ln(var\_weights_i * endog_i / (scale * \mu_i)) - (var\_weights_i * endog_i) / (scale * \mu_i)) - \ln \Gamma(var\_weights_i / scale) - \ln(\mu_i)\]