probitll: Log-likelihood of the probit model

In bayess: Bayesian Essentials with R

Log-likelihood of the probit model

Description

This function implements a direct computation of the logarithm of the likelihood of a standard probit model

P(y=1|X,beta)=Phi(X beta).

Usage

probitll(beta, y, X)

Arguments

beta	coefficient of the probit model
y	vector of binary response variables
X	covariate matrix

Value

returns the logarithm of the probit likelihood for the data y, covariate matrix X and parameter vector beta

See Also

logitll

Examples

data(bank)
y=bank[,5]
X=as.matrix(bank[,-5])
probitll(runif(4),y,X)

bayess documentation built on Aug. 11, 2022, 5:07 p.m.