statsmodels.discrete.discrete_model.Logit.score_obs

Logit.score_obs(params)

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 $i=1,...,n$