statsmodels.discrete.discrete_model.Logit.score_obs

Logit.score_obs(params)

Logit model Jacobian of the log-likelihood for each observation

Parameters:params (array-like) – The parameters of the model Returns:jac – The derivative of the loglikelihood for each observation evaluated at params. Return type:array-like

Notes

$$\frac{\partial\ln L_{i}}{\partial\beta}=\left(y_{i}-\Lambda_{i}\right)x_{i}$$

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