statsmodels.discrete.discrete_model.MNLogit.loglike¶
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MNLogit.
loglike
(params)[source]¶ Log-likelihood of the multinomial logit model.
Parameters: params : array-like
The parameters of the multinomial logit model.
Returns: loglike : float
The log-likelihood function of the model evaluated at params. See notes.
Notes
\ln L=\sum_{i=1}^{n}\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)
where d_{ij}=1 if individual i chose alternative j and 0 if not.