statsmodels.discrete.discrete_model.Logit.pdf¶

Logit.pdf(X)[source]¶

The logistic probability density function

Parameters:

X : array-like

X is the linear predictor of the logit model. See notes.

Returns:

pdf : ndarray

The value of the Logit probability mass function, PMF, for each point of X. np.exp(-x)/(1+np.exp(-X))**2

Notes

In the logit model,

$\lambda\left(x^{\prime}\beta\right)=\frac{e^{-x^{\prime}\beta}}{\left(1+e^{-x^{\prime}\beta}\right)^{2}}$