| 47 | |
| 48 | |
| 49 | class MyProbit(GenericLikelihoodModel): |
| 50 | |
| 51 | def loglike(self, params): |
| 52 | exog = self.exog |
| 53 | endog = self.endog |
| 54 | q = 2 * endog - 1 |
| 55 | return stats.norm.logcdf(q * np.dot(exog, params)).sum() |
| 56 | |
| 57 | |
| 58 | # Estimate the model and print a summary: |
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