statsmodels.base.model.GenericLikelihoodModelResults

class statsmodels.base.model.GenericLikelihoodModelResults(model, mlefit)[source]

A results class for the discrete dependent variable models.

..Warning :

The following description has not been updated to this version/class. Where are AIC, BIC, ….? docstring looks like copy from discretemod

Parameters
modelA DiscreteModel instance
mlefitinstance of LikelihoodResults

This contains the numerical optimization results as returned by LikelihoodModel.fit(), in a superclass of GnericLikelihoodModels

Attributes
aicfloat

Akaike information criterion. -2*(llf - p) where p is the number of regressors including the intercept.

bicfloat

Bayesian information criterion. -2*`llf` + ln(nobs)*p where p is the number of regressors including the intercept.

bsendarray

The standard errors of the coefficients.

df_residfloat

See model definition.

df_modelfloat

See model definition.

fitted_valuesndarray

Linear predictor XB.

llffloat

Value of the loglikelihood

llnullfloat

Value of the constant-only loglikelihood

llrfloat

Likelihood ratio chi-squared statistic; -2*(llnull - llf)

llr_pvaluefloat

The chi-squared probability of getting a log-likelihood ratio statistic greater than llr. llr has a chi-squared distribution with degrees of freedom df_model.

prsquaredfloat

McFadden’s pseudo-R-squared. 1 - (llf/llnull)

Methods

bootstrap([nrep, method, disp, store])

simple bootstrap to get mean and variance of estimator

conf_int([alpha, cols])

Construct confidence interval for the fitted parameters.

cov_params([r_matrix, column, scale, cov_p, ...])

Compute the variance/covariance matrix.

f_test(r_matrix[, cov_p, invcov])

Compute the F-test for a joint linear hypothesis.

get_nlfun(fun)

This is not Implemented

initialize(model, params, **kwargs)

Initialize (possibly re-initialize) a Results instance.

load(fname)

Load a pickled results instance

normalized_cov_params()

See specific model class docstring

predict([exog, transform])

Call self.model.predict with self.params as the first argument.

remove_data()

Remove data arrays, all nobs arrays from result and model.

save(fname[, remove_data])

Save a pickle of this instance.

summary([yname, xname, title, alpha])

Summarize the Regression Results

t_test(r_matrix[, cov_p, 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.

wald_test(r_matrix[, cov_p, invcov, use_f, ...])

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.

Properties

aic

Akaike information criterion

bic

Bayesian information criterion

bse

The standard errors of the parameter estimates.

bsejac

standard deviation of parameter estimates based on covjac

bsejhj

standard deviation of parameter estimates based on covHJH

covjac

covariance of parameters based on outer product of jacobian of log-likelihood

covjhj

covariance of parameters based on HJJH

df_modelwc

Model WC

hessv

cached Hessian of log-likelihood

llf

Log-likelihood of model

pvalues

The two-tailed p values for the t-stats of the params.

score_obsv

cached Jacobian of log-likelihood

tvalues

Return the t-statistic for a given parameter estimate.

use_t

Flag indicating to use the Student's distribution in inference.