statsmodels.discrete.discrete_model.Logit.loglike

Logit.loglike(params)

Log-likelihood of logit model.

Parameters

paramsarray_like

The parameters of the logit model.

Returns

loglikefloat

The log-likelihood function of the model evaluated at params. See notes.

Notes

$$\ln L=\sum_{i}\ln\Lambda \left(q_{i}x_{i}^{\prime}\beta\right)$$

Where $q=2y-1$. This simplification comes from the fact that the logistic distribution is symmetric.