statsmodels.discrete.discrete_model.Probit.score_obs¶
method
-
Probit.
score_obs
(params)[source]¶ Probit model Jacobian for each observation
- Parameters
- paramsarray-like
The parameters of the model
- Returns
- jacarray-like
The derivative of the loglikelihood for each observation evaluated at params.
Notes
∂lnLi∂β=[qiϕ(qix′iβ)Φ(qix′iβ)]xifor observations i=1,...,n
Where q=2y−1. This simplification comes from the fact that the normal distribution is symmetric.