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Probit.loglike()

statsmodels.discrete.discrete_model.Probit.loglike

Probit.loglike(params) [source]

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

Parameters:

params : array-like

The parameters of the model.
Returns:

loglike : float

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.

doc_statsmodels
doc_statsmodels
2017-01-18 16:14:21
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