statsmodels.discrete.discrete_model.Logit.cdf¶
- Logit.cdf(X)[source]¶
The logistic cumulative distribution function
- Parameters:¶
- Xarray_like
X is the linear predictor of the logit model. See notes.
- Returns:¶
- 1/(1 +
exp
(-X))
- 1/(1 +
Notes
In the logit model,
\[\Lambda\left(x^{\prime}\beta\right)= \text{Prob}\left(Y=1|x\right)= \frac{e^{x^{\prime}\beta}}{1+e^{x^{\prime}\beta}}\]
Last update:
Nov 14, 2024