statsmodels.regression.mixed_linear_model.MixedLMResults.profile_re¶

MixedLMResults.profile_re(re_ix, vtype, num_low=5, dist_low=1.0, num_high=5, dist_high=1.0, **fit_kwargs)[source]¶

Profile-likelihood inference for variance parameters.

Parameters:¶

re_ix : int¶

If vtype is re, this value is the index of the variance parameter for which to construct a profile likelihood. If vtype is ‘vc’ then re_ix is the name of the variance parameter to be profiled.

vtype : str¶

Either ‘re’ or ‘vc’, depending on whether the profile analysis is for a random effect or a variance component.

num_low : int¶

The number of points at which to calculate the likelihood below the MLE of the parameter of interest.

dist_low : float¶

The distance below the MLE of the parameter of interest to begin calculating points on the profile likelihood.

num_high : int¶

The number of points at which to calculate the likelihood above the MLE of the parameter of interest.

dist_high : float¶

The distance above the MLE of the parameter of interest to begin calculating points on the profile likelihood.

**fit_kwargs¶

Additional keyword arguments passed to fit.

Returns:¶

• An array with two columns. The first column contains the

• values to which the parameter of interest is constrained. The

• second column contains the corresponding likelihood values.

Notes

Only variance parameters can be profiled.