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

System Message: WARNING/2 (\ln L=\sum_{i}\ln\Phi\left(q_{i}x_{i}^{\prime}\beta\right) )

latex exited with error: [stderr] [stdout] This is pdfTeXk, Version 3.1415926-1.40.9 (Web2C 7.5.7) %&-line parsing enabled. entering extended mode (./math.tex LaTeX2e <2005/12/01> Babel <v3.8l> and hyphenation patterns for english, usenglishmax, dumylang, noh yphenation, loaded. (/usr/share/texmf-texlive/tex/latex/base/article.cls Document Class: article 2005/09/16 v1.4f Standard LaTeX document class (/usr/share/texmf-texlive/tex/latex/base/size12.clo)) (/usr/share/texmf-texlive/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.128 \endinput ^^M No pages of output. Transcript written on math.log.

Where

System Message: WARNING/2 (q=2y-1)

latex exited with error: [stderr] [stdout] This is pdfTeXk, Version 3.1415926-1.40.9 (Web2C 7.5.7) %&-line parsing enabled. entering extended mode (./math.tex LaTeX2e <2005/12/01> Babel <v3.8l> and hyphenation patterns for english, usenglishmax, dumylang, noh yphenation, loaded. (/usr/share/texmf-texlive/tex/latex/base/article.cls Document Class: article 2005/09/16 v1.4f Standard LaTeX document class (/usr/share/texmf-texlive/tex/latex/base/size12.clo)) (/usr/share/texmf-texlive/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.128 \endinput ^^M No pages of output. Transcript written on math.log.
. This simplification comes from the fact that the normal distribution is symmetric.

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