Probit.score_obs()
statsmodels.discrete.discrete_model.Probit.score_obs
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Probit.score_obs(params)
[source] -
Probit model Jacobian for each observation
Parameters: params : array-like
The parameters of the model
Returns: jac : ndarray, (nobs, k_vars)
The derivative of the loglikelihood for each observation evaluated at
params
.Notes
for observations
Where . 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.score_obs.html