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))

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