3.9.2.2.8.1.8. statsmodels.regression.linear_model.WLS.loglike¶
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WLS.
loglike
(params)[source]¶ Returns the value of the gaussian log-likelihood function at params.
Given the whitened design matrix, the log-likelihood is evaluated at the parameter vector params for the dependent variable Y.
Parameters: params : array-like
The parameter estimates.
Returns: llf : float
The value of the log-likelihood function for a WLS Model.
Notes
\[-\frac{n}{2}\log\left(Y-\hat{Y}\right)-\frac{n}{2}\left(1+\log\left(\frac{2\pi}{n}\right)\right)-\frac{1}{2}log\left(\left|W\right|\right)\]where \(W\) is a diagonal matrix