statsmodels.discrete.discrete_model.Probit.loglike¶

Probit.loglike(params)[source]¶

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

Parameters:¶

paramsarray_like

The parameters of the model.

Returns:¶

loglikefloat

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

Notes

$$\ln L=\sum _i\ln \mathrm{\Phi }\left(q_i{x}_i^{\prime }\beta \right)$$

Where $q=2y-1$. This simplification comes from the fact that the normal distribution is symmetric.