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.