7.2.3.3.3.3. statsmodels.genmod.families.family.Gamma.loglike¶

Gamma.loglike(endog, mu, scale=1.0)[source]¶

Loglikelihood function for Gamma exponential family distribution.

Parameters:	endog : array-like Endogenous response variable mu : array-like Fitted mean response variable scale : float, optional The default is 1.
Returns:	llf : float The value of the loglikelihood function evaluated at (endog,mu,scale) as defined below.

Notes

llf = -1/scale * sum(endog/mu + log(mu) + (scale-1)*log(endog) + log(scale) + scale*gammaln(1/scale)) where gammaln is the log gamma function.