statsmodels.discrete.discrete_model.MultinomialResults¶
- class statsmodels.discrete.discrete_model.MultinomialResults(model, mlefit)[source]¶
A results class for multinomial data
- Parameters:
- model
A
DiscreteModel
instance
- paramsarray_like
The parameters of a fitted model.
- hessianarray_like
The hessian of the fitted model.
- scale
float
A scale parameter for the covariance matrix.
- model
- Attributes:
Methods
conf_int
([alpha, cols])Construct confidence interval for the fitted parameters.
cov_params
([r_matrix, column, scale, cov_p, ...])Compute the variance/covariance matrix.
f_test
(r_matrix[, cov_p, invcov])Compute the F-test for a joint linear hypothesis.
get_margeff
([at, method, atexog, dummy, count])Get marginal effects of the fitted model.
initialize
(model, params, **kwargs)Initialize (possibly re-initialize) a Results instance.
load
(fname)Load a pickled results instance
margeff
()See specific model class docstring
Returns the J x J prediction table.
predict
([exog, transform])Call self.model.predict with self.params as the first argument.
Remove data arrays, all nobs arrays from result and model.
save
(fname[, remove_data])Save a pickle of this instance.
set_null_options
([llnull, attach_results])Set the fit options for the Null (constant-only) model.
summary
([yname, xname, title, alpha, yname_list])Summarize the Regression Results.
summary2
([alpha, float_format])Experimental function to summarize regression results
t_test
(r_matrix[, cov_p, 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.
wald_test
(r_matrix[, cov_p, invcov, use_f, ...])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.
Properties
Linear predictor XB.
Log-likelihood of model
Value of the constant-only loglikelihood
Likelihood ratio chi-squared statistic; -2*(llnull - llf)
The chi-squared probability of getting a log-likelihood ratio statistic greater than llr.
McFadden's pseudo-R-squared.
The two-tailed p values for the t-stats of the params.
Residuals indicating which observations are misclassified.
Respnose residuals.
Return the t-statistic for a given parameter estimate.
Flag indicating to use the Student's distribution in inference.