statsmodels.discrete.discrete_model.Probit.loglike

Probit.loglike(params)[source]

Log-likelihood of probit model (i.e., the normal distribution).

Parameters:
paramsarray_like

The parameters of the model.

Returns:
loglikefloat

The log-likelihood function of the model evaluated at params. See notes.

Notes

\[\ln L=\sum_{i}\ln\Phi\left(q_{i}x_{i}^{\prime}\beta\right)\]

Where \(q=2y-1\). This simplification comes from the fact that the normal distribution is symmetric.


Last update: Apr 18, 2024