MixedLMResults.bootstrap(nrep=100, method='nm', disp=0, store=1)
simple bootstrap to get mean and variance of estimator
This was mainly written to compare estimators of the standard errors of the parameter estimates. It uses independent random sampling from the original endog and exog, and therefore is only correct if observations are independently distributed.
This will be moved to apply only to models with independently distributed observations.
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.