statsmodels.genmod.families.family.Family.loglike_obs¶
-
Family.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 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
This is defined for each family. endog and mu are not restricted to
endog
andmu
respectively. For instance, you could call bothloglike(endog, endog)
andloglike(endog, mu)
to get the log-likelihood ratio.
Last update:
Dec 23, 2024