scikits.statsmodels.discretemod.Probit.loglike¶

Probit.loglike(params)¶

Log-likelihood of probit model (i.e., the normal distribution).

Parameters :

params : array-like

The parameters of the model.

Returns :

The log-likelihood evaluated at params :

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.