statsmodels.discrete.discrete_model.Logit.loglikeobs

Logit.loglikeobs(params)

Log-likelihood of logit model for each observation.

Parameters:params (array-like) – The parameters of the logit model. Returns:loglike – The log likelihood for each observation of the model evaluated at params. See Notes Return type:ndarray

Notes

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

for observations $i=1,...,n$

where $q=2y-1$. This simplification comes from the fact that the logistic distribution is symmetric.