1.2.15.1.11. statsmodels.api.Probit.loglike¶
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Probit.
loglike
(params)[source]¶ Log-likelihood of probit model (i.e., the normal distribution).
Parameters: params : array-like
The parameters of the model.
Returns: loglike : float
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.