statsmodels.discrete.discrete_model.Probit.loglikeobs¶

Probit.loglikeobs(params)[source]¶

Log-likelihood of probit model for each observation

Parameters:

params : array-like

The parameters of the model.

Returns:

loglike : ndarray (nobs,)

The log likelihood for each observation of the model evaluated at params. See Notes

Notes

$\ln L_{i}=\ln\Phi\left(q_{i}x_{i}^{\prime}\beta\right)$

for observations $i=1,...,n$

where $q=2y-1$ . This simplification comes from the fact that the normal distribution is symmetric.