bayess (version 1.6)

probitll: Log-likelihood of the probit model

Description

This function implements a direct computation of the logarithm of the likelihood of a standard probit model $$P(y=1|X,\beta)= \Phi(\beta^{T}X).$$

Usage

probitll(beta, y, X)

Value

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

Arguments

beta

coefficient of the probit model

y

vector of binary response variables

X

covariate matrix

See Also

logitll

Examples

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