statsmodels.genmod.families.family.InverseGaussian.loglike_obs¶
-
InverseGaussian.loglike_obs(endog, mu, var_weights=
1.0
, scale=1.0
)[source]¶ The log-likelihood function for each observation in terms of the fitted mean response for the Inverse Gaussian distribution.
- Parameters:¶
- endog
ndarray
Usually the endogenous response variable.
- mu
ndarray
Usually but not always the fitted mean response variable.
- var_weightsarray_like
1d array of variance (analytic) weights. The default is 1.
- scale
float
The scale parameter. The default is 1.
- endog
- Returns:¶
- ll_i
float
The value of the loglikelihood evaluated at (endog, mu, var_weights, scale) as defined below.
- ll_i
Notes
\[ll_i = -1/2 * (var\_weights_i * (endog_i - \mu_i)^2 / (scale * endog_i * \mu_i^2) + \ln(scale * \endog_i^3 / var\_weights_i) - \ln(2 * \pi))\]
Last update:
Dec 23, 2024