statsmodels.regression.mixed_linear_model.MixedLM.loglike#
- MixedLM.loglike(params, profile_fe=True)[source]#
Evaluate the (profile) log-likelihood of the linear mixed effects model.
- Parameters:
- params
MixedLMParams,orarray_like The parameter value. If array-like, must be a packed parameter vector containing only the covariance parameters.
- profile_febool,
optional If True, replace the provided value of fe_params with the GLS estimates.
- params
- Returns:
floatThe log-likelihood value at params.
Notes
The scale parameter scale is always profiled out of the log-likelihood. In addition, if profile_fe is true the fixed effects parameters are also profiled out.
A singular random effects covariance matrix, or a variance component that is zero, is on the boundary of the parameter space. The log-likelihood is continuous there. Directions with a variance below 1e-10 are dropped from the covariance of the observations, which is the limit as these variances go to zero.