statsmodels.discrete.discrete_model.MNLogit.loglikeobs
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MNLogit.loglikeobs(params)
[source] -
Log-likelihood of the multinomial logit model for each observation.
Parameters: params (array-like) – The parameters of the multinomial logit model. Returns: loglike – The log likelihood for each observation of the model evaluated at params
. See NotesReturn type: array-like Notes
\[\ln L_{i}=\sum_{j=0}^{J}d_{ij}\ln\left(\frac{\exp\left(\beta_{j}^{\prime}x_{i}\right)}{\sum_{k=0}^{J}\exp\left(\beta_{k}^{\prime}x_{i}\right)}\right)\]for observations \(i=1,...,n\)
where \(d_{ij}=1\) if individual
i
chose alternativej
and 0 if not.
© 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.MNLogit.loglikeobs.html