statsmodels.regression.mixed_linear_model.MixedLM.get_fe_params

MixedLM.get_fe_params(cov_re, vcomp, tol=1e-10)[source]

Use GLS to update the fixed effects parameter estimates.

Parameters:
cov_rearray_like (2d)

The covariance matrix of the random effects.

vcomparray_like (1d)

The variance components.

tolfloat

A tolerance parameter to determine when covariances are singular.

Returns:
paramsndarray

The GLS estimates of the fixed effects parameters.

singularbool

True if the covariance is singular


Last update: Dec 11, 2024