statsmodels.genmod.generalized_linear_model.GLM.score_obs

GLM.score_obs(params, scale=None)[source]

score first derivative of the loglikelihood for each observation.

Parameters:
  • params (ndarray) – parameter at which score is evaluated
  • scale (None or float) – If scale is None, then the default scale will be calculated. Default scale is defined by self.scaletype and set in fit. If scale is not None, then it is used as a fixed scale.
Returns:

score_obs – The first derivative of the loglikelihood function evaluated at params for each observation.

Return type:

ndarray, 2d