statsmodels.discrete.discrete_model.MNLogit.cdf

MNLogit.cdf(X)

Multinomial logit cumulative distribution function.

Parameters:

X : array

The linear predictor of the model XB.

Returns:

cdf : ndarray

The cdf evaluated at X.

Notes

In the multinomial logit model. .. math:: frac{expleft(beta_{j}^{prime}x_{i}right)}{sum_{k=0}^{J}expleft(beta_{k}^{prime}x_{i}right)}