WLS.loglike()
statsmodels.regression.linear_model.WLS.loglike
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WLS.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 variableY
.Parameters: params : array-like
The parameter estimates.
Returns: llf : float
The value of the log-likelihood function for a WLS Model.
Notes
where is a diagonal matrix
© 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.WLS.loglike.html