Probit.loglike()

statsmodels.discrete.discrete_model.Probit.loglike

Probit.loglike(params) [source]

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

Parameters:

Parameters:	params : array-like The parameters of the model.
Returns:	loglike : float The log-likelihood function of the model evaluated at `params`. See notes.

params : array-like

The parameters of the model.

Returns:

loglike : float

The log-likelihood function of the model evaluated at params. See 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.

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.discrete.discrete_model.Probit.loglike.html