statsmodels.regression.linear_model.OLS.score

OLS.score(params, scale=None)[source]

Evaluate the score function at a given point.

The score corresponds to the profile (concentrated) log-likelihood in which the scale parameter has been profiled out.

Parameters:
paramsarray_like

The parameter vector at which the score function is computed.

scalefloat or None

If None, return the profile (concentrated) log likelihood (profiled over the scale parameter), else return the log-likelihood using the given scale value.

Returns:
ndarray

The score vector.


Last update: Nov 14, 2024