statsmodels.discrete.discrete_model.Probit.loglikeobs

Probit.loglikeobs(params)[source]

Log-likelihood of probit model for each observation

Parameters:
paramsarray_like

The parameters of the model.

Returns:
loglikearray_like

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.


Last update: Feb 28, 2024