statsmodels.regression.mixed_linear_model.MixedLM.score_full

method

MixedLM.score_full(params, calc_fe)

Returns the score with respect to untransformed parameters.

Calculates the score vector for the profiled log-likelihood of the mixed effects model with respect to the parameterization in which the random effects covariance matrix is represented in its full form (not using the Cholesky factor).

Parameters

paramsMixedLMParams or array-like

The parameter at which the score function is evaluated. If array-like, must contain the packed random effects parameters (cov_re and vcomp) without fe_params.

calc_feboolean

If True, calculate the score vector for the fixed effects parameters. If False, this vector is not calculated, and a vector of zeros is returned in its place.

Returns

score_fearray-like

The score vector with respect to the fixed effects parameters.

score_rearray-like

The score vector with respect to the random effects parameters (excluding variance components parameters).

score_vcarray-like

The score vector with respect to variance components parameters.

Notes

score_re is taken with respect to the parameterization in which cov_re is represented through its lower triangle (without taking the Cholesky square root).