statsmodels.discrete.discrete_model.Probit.loglike¶
method
-
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
\[\ln L=\sum_{i}\ln\Phi\left(q_{i}x_{i}^{\prime}\beta\right)\]Where \(q=2y-1\). This simplification comes from the fact that the normal distribution is symmetric.