scikits.statsmodels.discretemod.MNLogit.score

MNLogit.score(params)

Score matrix for multinomial logit model log-likelihood

Parameters :

params : array

The parameters of the multinomial logit model.

Returns :

The 2-d score vector of the multinomial logit model evaluated at :

`params`. :

Notes

System Message: WARNING/2 (\frac{\partial\ln L}{\partial\beta_{j}}=\sum_{i}\left(d_{ij}-\frac{\exp\left(\beta_{j}^{\prime}x_{i}\right)}{\sum_{k=0}^{J}\exp\left(\beta_{k}^{\prime}x_{i}\right)}\right)x_{i} )

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for

System Message: WARNING/2 (j=1,...,J)

latex exited with error: [stderr] [stdout] This is pdfTeXk, Version 3.1415926-1.40.9 (Web2C 7.5.7) %&-line parsing enabled. entering extended mode (./math.tex LaTeX2e <2005/12/01> Babel <v3.8l> and hyphenation patterns for english, usenglishmax, dumylang, noh yphenation, loaded. (/usr/share/texmf-texlive/tex/latex/base/article.cls Document Class: article 2005/09/16 v1.4f Standard LaTeX document class (/usr/share/texmf-texlive/tex/latex/base/size12.clo)) (/usr/share/texmf-texlive/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.128 \endinput ^^M No pages of output. Transcript written on math.log.

In the multinomial model ths score matrix is K x J-1 but is returned as a flattened array to work with the solvers.

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