probitll {bayess}R Documentation

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)

[Package bayess version 1.4 Index]