statsmodels.genmod.generalized_estimating_equations.GEEResults

class statsmodels.genmod.generalized_estimating_equations.GEEResults(model, params, cov_params, scale, cov_type='robust', use_t=False, **kwds)[source]

This class summarizes the fit of a marginal regression model using GEE.

Returns:
  • **Attributes**
  • cov_params_default (ndarray) – default covariance of the parameter estimates. Is chosen among one of the following three based on cov_type
  • cov_robust (ndarray) – covariance of the parameter estimates that is robust
  • cov_naive (ndarray) – covariance of the parameter estimates that is not robust to correlation or variance misspecification
  • cov_robust_bc (ndarray) – covariance of the parameter estimates that is robust and bias reduced
  • converged (bool) – indicator for convergence of the optimization. True if the norm of the score is smaller than a threshold
  • cov_type (string) – string indicating whether a “robust”, “naive” or “bias_reduced” covariance is used as default
  • fit_history (dict) – Contains information about the iterations.
  • fittedvalues (array) – Linear predicted values for the fitted model. dot(exog, params)
  • model (class instance) – Pointer to GEE model instance that called fit.
  • normalized_cov_params (array) – See GEE docstring
  • params (array) – The coefficients of the fitted model. Note that interpretation of the coefficients often depends on the distribution family and the data.
  • scale (float) – The estimate of the scale / dispersion for the model fit. See GEE.fit for more information.
  • score_norm (float) – norm of the score at the end of the iterative estimation.
  • bse (array) – The standard errors of the fitted GEE parameters.

Methods

bse()
centered_resid() Returns the residuals centered within each group.
conf_int([alpha, cols, cov_type]) Returns confidence intervals for the fitted parameters.
cov_params([r_matrix, column, scale, cov_p, …]) Returns the variance/covariance matrix.
f_test(r_matrix[, cov_p, scale, invcov]) Compute the F-test for a joint linear hypothesis.
fittedvalues() Returns the fitted values from the model.
get_margeff([at, method, atexog, dummy, count]) Get marginal effects of the fitted model.
initialize(model, params, **kwd)
llf()
load(fname) load a pickle, (class method)
normalized_cov_params()
params_sensitivity(dep_params_first, …) Refits the GEE model using a sequence of values for the dependence parameters.
plot_added_variable(focus_exog[, …]) Create an added variable plot for a fitted regression model.
plot_ceres_residuals(focus_exog[, frac, …]) Produces a CERES (Conditional Expectation Partial Residuals) plot for a fitted regression model.
plot_isotropic_dependence([ax, xpoints, min_n]) Create a plot of the pairwise products of within-group residuals against the corresponding time differences.
plot_partial_residuals(focus_exog[, ax]) Create a partial residual, or ‘component plus residual’ plot for a fited regression model.
predict([exog, transform]) Call self.model.predict with self.params as the first argument.
pvalues()
qic([scale]) Returns the QIC and QICu information criteria.
remove_data() remove data arrays, all nobs arrays from result and model
resid() Returns the residuals, the endogeneous data minus the fitted values from the model.
resid_anscombe()
resid_centered() Returns the residuals centered within each group.
resid_centered_split() Returns the residuals centered within each group.
resid_deviance()
resid_pearson()
resid_response()
resid_split() Returns the residuals, the endogeneous data minus the fitted values from the model.
resid_working()
save(fname[, remove_data]) save a pickle of this instance
sensitivity_params(dep_params_first, …) Refits the GEE model using a sequence of values for the dependence parameters.
split_centered_resid() Returns the residuals centered within each group.
split_resid() Returns the residuals, the endogeneous data minus the fitted values from the model.
standard_errors([cov_type]) This is a convenience function that returns the standard errors for any covariance type.
summary([yname, xname, title, alpha]) Summarize the GEE regression results
t_test(r_matrix[, cov_p, scale, use_t]) Compute a t-test for a each linear hypothesis of the form Rb = q
t_test_pairwise(term_name[, method, alpha, …]) perform pairwise t_test with multiple testing corrected p-values
tvalues() Return the t-statistic for a given parameter estimate.
wald_test(r_matrix[, cov_p, scale, invcov, …]) Compute a Wald-test for a joint linear hypothesis.
wald_test_terms([skip_single, …]) Compute a sequence of Wald tests for terms over multiple columns

Attributes

use_t