jac is deprecated, use score_obs instead! Use score_obs method. jac will be removed in 0.7
Jacobian matrix for multinomial logit model log-likelihood
params : array
jac : ndarray, (nobs, k_vars*(J-1))
for , for observations
In the multinomial model the score vector is K x (J-1) but is returned as a flattened array. The Jacobian has the observations in rows and the flatteded array of derivatives in columns.