statsmodels.gam.generalized_additive_model.LogitGam.score_factor¶
- LogitGam.score_factor(params)¶
Logit model derivative of the log-likelihood with respect to linpred.
- Parameters:¶
- paramsarray_like
The parameters of the model
- Returns:¶
- score_factorarray_like
The derivative of the loglikelihood for each observation evaluated at params.
Notes
\[\frac{\partial\ln L_{i}}{\partial\beta}=\left(y_{i}-\lambda_{i}\right)\]for observations \(i=1,...,n\)
where the loglinear model is assumed
\[\ln\lambda_{i}=x_{i}\beta\]
Last update:
Nov 14, 2024