statsmodels.discrete.discrete_model.Probit

class statsmodels.discrete.discrete_model.Probit(endog, exog, check_rank=True, **kwargs)[source]

Probit Model

Parameters
endogarray_like

A 1-d endogenous response variable. The dependent variable.

exogarray_like

A nobs x k array where nobs is the number of observations and k is the number of regressors. An intercept is not included by default and should be added by the user. See statsmodels.tools.add_constant.

missingstr

Available options are ‘none’, ‘drop’, and ‘raise’. If ‘none’, no nan checking is done. If ‘drop’, any observations with nans are dropped. If ‘raise’, an error is raised. Default is ‘none’.

check_rankbool

Check exog rank to determine model degrees of freedom. Default is True. Setting to False reduces model initialization time when exog.shape[1] is large.

Attributes
endogndarray

A reference to the endogenous response variable

exogndarray

A reference to the exogenous design.

Methods

cdf(X)

Probit (Normal) cumulative distribution function

cov_params_func_l1(likelihood_model, xopt, …)

Computes cov_params on a reduced parameter space corresponding to the nonzero parameters resulting from the l1 regularized fit.

fit([start_params, method, maxiter, …])

Fit the model using maximum likelihood.

fit_regularized([start_params, method, …])

Fit the model using a regularized maximum likelihood.

from_formula(formula, data[, subset, drop_cols])

Create a Model from a formula and dataframe.

hessian(params)

Probit model Hessian matrix of the log-likelihood

information(params)

Fisher information matrix of model.

initialize()

Initialize is called by statsmodels.model.LikelihoodModel.__init__ and should contain any preprocessing that needs to be done for a model.

loglike(params)

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

loglikeobs(params)

Log-likelihood of probit model for each observation

pdf(X)

Probit (Normal) probability density function

predict(params[, exog, linear])

Predict response variable of a model given exogenous variables.

score(params)

Probit model score (gradient) vector

score_obs(params)

Probit model Jacobian for each observation

Methods

cdf(X)

Probit (Normal) cumulative distribution function

cov_params_func_l1(likelihood_model, xopt, …)

Computes cov_params on a reduced parameter space corresponding to the nonzero parameters resulting from the l1 regularized fit.

fit([start_params, method, maxiter, …])

Fit the model using maximum likelihood.

fit_regularized([start_params, method, …])

Fit the model using a regularized maximum likelihood.

from_formula(formula, data[, subset, drop_cols])

Create a Model from a formula and dataframe.

hessian(params)

Probit model Hessian matrix of the log-likelihood

information(params)

Fisher information matrix of model.

initialize()

Initialize is called by statsmodels.model.LikelihoodModel.__init__ and should contain any preprocessing that needs to be done for a model.

loglike(params)

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

loglikeobs(params)

Log-likelihood of probit model for each observation

pdf(X)

Probit (Normal) probability density function

predict(params[, exog, linear])

Predict response variable of a model given exogenous variables.

score(params)

Probit model score (gradient) vector

score_obs(params)

Probit model Jacobian for each observation

Properties

endog_names

Names of endogenous variables.

exog_names

Names of exogenous variables.