statsmodels.discrete.discrete_model.Logit.loglike¶

Logit.loglike(params)[ソース]¶

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.