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2 parents 98971b4 + 56910c9 commit d99bce9Copy full SHA for d99bce9
statsmodels/regression/linear_model.py
@@ -794,9 +794,10 @@ def loglike(self, params):
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-----
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.. math:: -\frac{n}{2}\log SSR
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-\frac{n}{2}\left(1+\log\left(\frac{2\pi}{n}\right)\right)
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- -\frac{1}{2}\log\left(\left|W\right|\right)
+ +\frac{1}{2}\log\left(\left|W\right|\right)
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- where :math:`W` is a diagonal weight matrix matrix and
+ where :math:`W` is a diagonal weight matrix matrix,
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+ :math:`\left|W\right|` is its determinant, and
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:math:`SSR=\left(Y-\hat{Y}\right)^\prime W \left(Y-\hat{Y}\right)` is
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the sum of the squared weighted residuals.
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"""
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