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: 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.