statsmodels.discrete.discrete_model.Probit.loglikeobs¶
-
Probit.
loglikeobs
(params)[source]¶ Log-likelihood of probit model for each observation
Parameters: params : array-like
The parameters of the model.
Returns: loglike : ndarray (nobs,)
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.