Jacobian matrix for multinomial logit model log-likelihood
Parameters : | params : array
|
---|---|
Returns : | jac : ndarray, (nobs, k_vars*(J-1))
|
Notes
for , for observations
In the multinomial model the score vector is K x (J-1) but is returned as a flattened array. The Jacobian has the observations in rows and the flatteded array of derivatives in columns.