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1 parent a0c5032 commit 01fbe3eCopy full SHA for 01fbe3e
1 file changed
lectures/mle.md
@@ -868,16 +868,20 @@ class ProbitRegression:
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return norm.pdf(self.X @ self.β.T)
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def logL(self):
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+ y = self.y
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μ = self.μ()
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return y @ np.log(μ) + (1 - y) @ np.log(1 - μ)
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def G(self):
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+ X = self.X
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ϕ = self.ϕ()
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return X.T @ (y * ϕ / μ - (1 - y) * ϕ / (1 - μ))
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def H(self):
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X = self.X
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β = self.β
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