Binary choice logit model
Parameters : | endog : array-like
exog : array-like
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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 |