statsmodels.discrete.discrete_model.Probit.loglikeobs¶

method

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.