statsmodels.discrete.discrete_model.Logit.loglikeobs¶
- Logit.loglikeobs(params)[source]¶
Log-likelihood of logit model for each observation.
- Parameters:
- paramsarray_like
The parameters of the logit model.
- Returns:
- loglike
ndarray
The log likelihood for each observation of the model evaluated at params. See Notes
- loglike
Notes
\[\ln L=\sum_{i}\ln\Lambda \left(q_{i}x_{i}^{\prime}\beta\right)\]for observations \(i=1,...,n\)
where \(q=2y-1\). This simplification comes from the fact that the logistic distribution is symmetric.