statsmodels.miscmodels.ordinal_model.OrderedResults

class statsmodels.miscmodels.ordinal_model.OrderedResults(model, mlefit)[source]

Results class for OrderedModel

This class inherits from GenericLikelihoodModelResults and not all inherited methods might be appropriate in this case.

Attributes:
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

dot product of Hessian, Jacobian, Jacobian, Hessian of likelihood

name should be covhjh

df_modelwc

Model WC

hessv

cached Hessian of log-likelihood

llf

Log-likelihood of model

llnull

Value of the loglikelihood of model without explanatory variables

llr

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

llr_pvalue

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.

prsquared

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

pvalues

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

resid_prob

probability residual

Probability-scale residual is P(Y < y) P(Y > y) where Y is the observed choice and y is a random variable corresponding to the predicted distribution.

Shepherd BE, Li C, Liu Q (2016) Probability-scale residuals for continuous, discrete, and censored data. The Canadian Journal of Statistics. 44:463–476.

Li C and Shepherd BE (2012) A new residual for ordinal outcomes. Biometrika. 99: 473–480

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.

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

get_prediction([exog, which, transform, ...])

Compute prediction results when endpoint transformation is valid.

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

pred_table()

prediction table

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

llnull

Value of the loglikelihood of model without explanatory variables

llr

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

llr_pvalue

The chi-squared probability of getting a log-likelihood ratio statistic greater than llr.

prsquared

McFadden's pseudo-R-squared.

pvalues

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

resid_prob

probability residual

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.


Last update: May 17, 2023