statsmodels.genmod.families.family.Family.loglike_obs¶
method
-
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 : float
The value of the loglikelihood evaluated at (endog, mu, var_weights, scale) as defined below.
Notes
This is defined for each family. endog and mu are not restricted to
endog
andmu
respectively. For instance, you could call bothloglike(endog, endog)
andloglike(endog, mu)
to get the log-likelihood ratio.