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statsmodels.discrete.discrete_model.Logit.loglikeobs

Logit.loglikeobs(params)[source]

Log-likelihood of logit model for each observation.

Parameters:

params : array-like

The parameters of the logit model.

Returns:

loglike : ndarray (nobs,)

The log likelihood for each observation of the model evaluated at params. See Notes

Notes

System Message: WARNING/2 (\ln L=\sum_{i}\ln\Lambda\left(q_{i}x_{i}^{\prime}\beta\right) )

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for observations

System Message: WARNING/2 (i=1,...,n)

latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2011/06/27> Babel <3.9k> and hyphenation patterns for 2 languages loaded. (/usr/share/texlive/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/share/texlive/texmf-dist/tex/latex/base/size12.clo)) (/usr/share/texlive/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.131 \endinput ^^M No pages of output. Transcript written on math.log.

where

System Message: WARNING/2 (q=2y-1)

latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2011/06/27> Babel <3.9k> and hyphenation patterns for 2 languages loaded. (/usr/share/texlive/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/share/texlive/texmf-dist/tex/latex/base/size12.clo)) (/usr/share/texlive/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.131 \endinput ^^M No pages of output. Transcript written on math.log.
. This simplification comes from the fact that the logistic distribution is symmetric.

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