statsmodels.regression.mixed_linear_model.MixedLMResults

class statsmodels.regression.mixed_linear_model.MixedLMResults(model, params, cov_params)[source]

Class to contain results of fitting a linear mixed effects model.

MixedLMResults inherits from statsmodels.LikelihoodModelResults

Parameters
See statsmodels.LikelihoodModelResults

See also

statsmodels.LikelihoodModelResults

Attributes
modelclass instance

Pointer to MixedLM model instance that called fit.

normalized_cov_paramsarray

See specific model class docstring

paramsarray

A packed parameter vector for the profile parameterization. The first k_fe elements are the estimated fixed effects coefficients. The remaining elements are the estimated variance parameters. The variance parameters are all divided by scale and are not the variance parameters shown in the summary.

fe_paramsarray

The fitted fixed-effects coefficients

cov_rearray

The fitted random-effects covariance matrix

bse_fearray

Returns the standard errors of the fixed effect regression coefficients.

bse_rearray

Returns the standard errors of the variance parameters.

Methods

aic()

Akaike information criterion

bic()

Bayesian information criterion

bootstrap([nrep, method, disp, store])

simple bootstrap to get mean and variance of estimator

bse()

The standard errors of the parameter estimates.

bse_fe()

Returns the standard errors of the fixed effect regression coefficients.

bse_re()

Returns the standard errors of the variance parameters.

bsejac()

standard deviation of parameter estimates based on covjac

bsejhj()

standard deviation of parameter estimates based on covHJH

conf_int([alpha, cols, method])

Returns the confidence interval of the fitted parameters.

cov_params([r_matrix, column, scale, cov_p, …])

Returns the variance/covariance matrix.

covjac()

covariance of parameters based on outer product of jacobian of log-likelihood

covjhj()

covariance of parameters based on HJJH

df_modelwc()

Model WC

f_test(r_matrix[, cov_p, scale, invcov])

Compute the F-test for a joint linear hypothesis.

fittedvalues()

Returns the fitted values for the model.

get_nlfun(fun)

This is not Implemented

hessv()

cached Hessian of log-likelihood

initialize(model, params, **kwd)

Initialize (possibly re-initialize) a Results instance.

llf()

Log-likelihood of model

load(fname)

load a pickle, (class method)

normalized_cov_params()

See specific model class docstring

predict([exog, transform])

Call self.model.predict with self.params as the first argument.

profile_re(re_ix, vtype[, num_low, …])

Profile-likelihood inference for variance parameters.

pvalues()

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

random_effects()

The conditional means of random effects given the data.

random_effects_cov()

Returns the conditional covariance matrix of the random effects for each group given the data.

remove_data()

remove data arrays, all nobs arrays from result and model

resid()

Returns the residuals for the model.

save(fname[, remove_data])

save a pickle of this instance

score_obsv()

cached Jacobian of log-likelihood

summary([yname, xname_fe, xname_re, title, …])

Summarize the mixed model regression results.

t_test(r_matrix[, scale, 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

tvalues()

Return the t-statistic for a given parameter estimate.

wald_test(r_matrix[, cov_p, scale, invcov, …])

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