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statsmodels.discrete.discrete_model.Logit.loglike

Logit.loglike(params)[source]

Log-likelihood of logit model.

Parameters:

params : array-like

The parameters of the logit model.

Returns:

loglike : float

The log-likelihood function of the model evaluated at params. See notes.

Notes

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

Where q=2y-1. This simplification comes from the fact that the logistic distribution is symmetric.

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