statsmodels.genmod.families.family.Gamma.loglike

Gamma.loglike(endog, mu, scale=1.0)

Loglikelihood function for Gamma exponential family distribution.

Parameters:

endog : array-like

Endogenous response variable

mu : array-like

Fitted mean response variable

scale : float, optional

The default is 1.

Returns:

llf : float

The value of the loglikelihood function evaluated at (endog,mu,scale) as defined below.

Notes

llf = -1/scale * sum(endog/mu + log(mu) + (scale-1)*log(endog) + log(scale) + scale*gammaln(1/scale)) where gammaln is the log gamma function.