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scikits.statsmodels.genmod.families.family.InverseGaussian.loglike

InverseGaussian.loglike(Y, mu, scale=1.0)[source]

Loglikelihood function for inverse Gaussian distribution.

Parameters :

Y : array-like

Endogenous response variable

mu : array-like

Fitted mean response variable

scale : float, optional

The default is 1.

Returns :

llf : float

The value of the loglikelihood function evaluated at (Y,mu,scale) as defined below.

Notes

llf = -(1/2.)*sum((Y-mu)**2/(Y*mu**2*scale) + log(scale*Y**3) + log(2*pi))

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