1.2.5.1.12. statsmodels.api.Logit.loglikeobs

Logit.loglikeobs(params)

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

\[\ln L=\sum_{i}\ln\Lambda\left(q_{i}x_{i}^{\prime}\beta\right)\]

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

where \(q=2y-1\). This simplification comes from the fact that the logistic distribution is symmetric.