GLS.loglike()
statsmodels.regression.linear_model.GLS.loglike
-
GLS.loglike(params)
[source] -
Returns the value of the Gaussian log-likelihood function at params.
Given the whitened design matrix, the log-likelihood is evaluated at the parameter vector
params
for the dependent variableendog
.Parameters: params : array-like
The parameter estimates
Returns: loglike : float
The value of the log-likelihood function for a GLS Model.
Notes
The log-likelihood function for the normal distribution is
Y and Y-hat are whitened.
© 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.regression.linear_model.GLS.loglike.html