statsmodels.genmod.families.family.Family.loglike_obs

Family.loglike_obs(endog, mu, var_weights=1.0, scale=1.0) [source]

The log-likelihood function for each observation in terms of the fitted mean response for the distribution.

Parameters:
  • endog (array) – Usually the endogenous response variable.
  • mu (array) – Usually but not always the fitted mean response variable.
  • var_weights (array-like) – 1d array of variance (analytic) weights. The default is 1.
  • scale (float) – The scale parameter. The default is 1.
Returns:

ll_i – The value of the loglikelihood evaluated at (endog, mu, var_weights, scale) as defined below.

Return type:

float

Notes

This is defined for each family. endog and mu are not restricted to endog and mu respectively. For instance, you could call both loglike(endog, endog) and loglike(endog, mu) to get the log-likelihood ratio.

© 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.genmod.families.family.Family.loglike_obs.html