Probit model Jacobian for each observation
params : array-like
The parameters of the model
jac : ndarray, (nobs, k_vars)
The derivative of the loglikelihood for each observation evaluated at params.
Notes
for observations
Where . This simplification comes from the fact that the normal distribution is symmetric.
statsmodels.discrete.discrete_model.Probit.initialize
statsmodels.discrete.discrete_model.Probit.loglike
Enter search terms or a module, class or function name.