statsmodels.discrete.discrete_model.Logit.score_obs

Logit.score_obs(params) [source]

Logit model Jacobian of the log-likelihood for each observation

Parameters: params (array-like) – The parameters of the model
Returns: jac – The derivative of the loglikelihood for each observation evaluated at params.
Return type: array-like

Notes

\[\frac{\partial\ln L_{i}}{\partial\beta}=\left(y_{i}-\Lambda_{i}\right)x_{i}\]

for observations \(i=1,...,n\)

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.discrete.discrete_model.Logit.score_obs.html