statsmodels.discrete.discrete_model.Logit.score_obs

Logit.score_obs(params)[source]

Logit model Jacobian of the log-likelihood for each observation

Parameters:
paramsarray_like

The parameters of the model

Returns:
jacarray_like

The derivative of the loglikelihood for each observation evaluated at params.

Notes

\[\frac{\partial\ln L_{i}}{\partial\beta}=\left(y_{i}-\Lambda_{i}\right)x_{i}\]

for observations \(i=1,...,n\)


Last update: Oct 03, 2024