statsmodels.genmod.families.family.InverseGaussian.loglike

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

Loglikelihood function for inverse Gaussian 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 = -(1/2.)*sum((endog-mu)**2/(endog*mu**2*scale)

• log(scale*endog**3) + log(2*pi))