statsmodels.discrete.discrete_model.Probit.loglike

Probit.loglike(params)

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.