MNLogit.jac()
statsmodels.discrete.discrete_model.MNLogit.jac
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MNLogit.jac(*args, **kwds)
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Jacobian matrix for multinomial logit model log-likelihoodjac
is deprecated, usescore_obs
instead! Use score_obs method. jac will be removed in 0.7Parameters: params : array
The parameters of the multinomial logit model.
Returns: jac : ndarray, (nobs, k_vars*(J-1))
The derivative of the loglikelihood for each observation evaluated at
params
.Notes
for , for observations
In the multinomial model the score vector is K x (J-1) but is returned as a flattened array. The Jacobian has the observations in rows and the flatteded array of derivatives in columns.
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.discrete.discrete_model.MNLogit.jac.html