statsmodels.regression.mixed_linear_model.MixedLMResults.profile_re¶
method
-
MixedLMResults.profile_re(re_ix, vtype, num_low=5, dist_low=1.0, num_high=5, dist_high=1.0)[source]¶ Profile-likelihood inference for variance parameters.
- Parameters
- re_ixinteger
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.
- vtypestring
Either ‘re’ or ‘vc’, depending on whether the profile analysis is for a random effect or a variance component.
- num_lowinteger
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_highinteger
The number of points at which to calculate the likelihood abov 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.
- Returns
- 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.