Logit.fit_regularized()
statsmodels.discrete.discrete_model.Logit.fit_regularized
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Logit.fit_regularized(start_params=None, method='l1', maxiter='defined_by_method', full_output=1, disp=1, callback=None, alpha=0, trim_mode='auto', auto_trim_tol=0.01, size_trim_tol=0.0001, qc_tol=0.03, **kwargs)
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Fit the model using a regularized maximum likelihood. The regularization method AND the solver used is determined by the argument method.
Parameters: start_params : array-like, optional
Initial guess of the solution for the loglikelihood maximization. The default is an array of zeros.