statsmodels.discrete.discrete_model.Probit.loglikeobs¶
-
Probit.loglikeobs(params)[source]¶ Log-likelihood of probit model for each observation
- Parameters
- paramsarray_like
The parameters of the model.
- Returns
- loglikearray_like
The log likelihood for each observation of the model evaluated at params. See Notes
Notes
\[\ln L_{i}=\ln\Phi\left(q_{i}x_{i}^{\prime}\beta\right)\]for observations \(i=1,...,n\)
where \(q=2y-1\). This simplification comes from the fact that the normal distribution is symmetric.