statsmodels.regression.linear_model.OLS.loglike

method

OLS.loglike(params, scale=None)

The likelihood function for the OLS model.

Parameters

paramsarray-like

The coefficients with which to estimate the log-likelihood.

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

The likelihood function evaluated at params.