statsmodels.gam.generalized_additive_model.LogitGam.cdf¶
- LogitGam.cdf(X)¶
The logistic cumulative distribution function
- Parameters:
- Xarray_like
X is the linear predictor of the logit model. See notes.
- Returns:
- 1/(1 +
exp(-X))
- 1/(1 +
Notes
In the logit model,
\[\Lambda\left(x^{\prime}\beta\right)= \text{Prob}\left(Y=1|x\right)= \frac{e^{x^{\prime}\beta}}{1+e^{x^{\prime}\beta}}\]