Binary choice logit model
| Parameters: | endog : array-like
exog : array-like
|
|---|
Attributes
| endog | array | A reference to the endogenous response variable |
| exog | array | A reference to the exogenous design. |
| nobs | float | The number of observations of the model. |
Methods
| cdf(X) | The logistic cumulative distribution function |
| fit([start_params, maxiter, method, tol]) | Fits the binary logit model. |
| hessian(params) | Logit model Hessian matrix of the log-likelihood |
| information(params) | Fisher information matrix of model |
| initialize() | Initialize is called by |
| loglike(params) | Log-likelihood of logit model. |
| pdf(X) | The logistic probability density function |
| predict(design) | After a model has been fit predict returns the fitted values. |
| score(params) | Logit model score (gradient) vector of the log-likelihood |