1.2.15.1.12. statsmodels.api.Probit.loglikeobs¶
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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.