segreg.model.OLSRegressionEstimator.loglikelihood¶
- property OLSRegressionEstimator.loglikelihood¶
Computes loglikelihood at the MLE (maximum likelihood estimate).
This assumes the residual errors are normally distributed i.i.d. with zero mean and constant variance.
- Raises
Exception – If
fit
has not been called.- Returns
loglikelihood
- Return type
float