statsmodels.discrete.discrete_model.Probit.loglikeobs

Probit.loglikeobs(params)

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.