statsmodels.regression.linear_model.OLS.loglike

OLS.loglike(params, scale=None) [source]

The likelihood function for the OLS model.

Parameters:
  • params (array-like) – The coefficients with which to estimate the log-likelihood.
  • scale (float or None) – If None, return the profile (concentrated) log likelihood (profiled over the scale parameter), else return the log-likelihood using the given scale value.
Returns:
Return type:

The likelihood function evaluated at params.

© 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.regression.linear_model.OLS.loglike.html