statsmodels.discrete.discrete_model.Logit.loglike

Logit.loglike(params)

Log-likelihood of logit model.

Parameters:params (array-like) – The parameters of the logit model. Returns:loglike – The log-likelihood function of the model evaluated at params. See notes. Return type:float

Notes

\[\ln L=\sum_{i}\ln\Lambda\left(q_{i}x_{i}^{\prime}\beta\right)\]

Where \(q=2y-1\). This simplification comes from the fact that the logistic distribution is symmetric.