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Probit.loglikeobs()

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.

doc_statsmodels
doc_statsmodels
2017-01-18 16:14:22
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