Logit.fit_regularized()

statsmodels.discrete.discrete_model.Logit.fit_regularized

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)

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.