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)

Profile-likelihood inference for variance parameters

Parameters:

re_ixint

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.

vtypestr

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

num_lowint

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

dist_lowfloat

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

num_highint

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

dist_highfloat

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:

ndarray

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.