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in loglike, d and logprob, are 2d. I think to get loglikeobs we should add over axis=1
return (d * logprob).sum(1)
I guess jac has a similar mistake.
The test uses sum() and so doesn't realize that loglikeobs has the wrong shape.
The text was updated successfully, but these errors were encountered:
I thought I fixed this but cannot find where (or if) right now.
Sorry, something went wrong.
I don't find a bugfix, but this looks all correct
was added in 7302d53 #147
>>> np.max(np.abs(mlogit_res.model.jac(mlogit_res.params).sum(0) - mlogit_res.model.score(mlogit_res.params))) 1.0844797282416607e-13 >>> np.max(np.abs(mlogit_res.model.loglikeobs(mlogit_res.params).sum() - mlogit_res.model.loglike(mlogit_res.params))) 0.0
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in loglike, d and logprob, are 2d. I think to get loglikeobs we should add over axis=1
I guess jac has a similar mistake.
The test uses sum() and so doesn't realize that loglikeobs has the wrong shape.
The text was updated successfully, but these errors were encountered: