statsmodels.regression.mixed_linear_model.MixedLMResults.profile_re
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MixedLMResults.profile_re(re_ix, vtype, num_low=5, dist_low=1.0, num_high=5, dist_high=1.0)
[source]
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Profile-likelihood inference for variance parameters.
Parameters: |
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re_ix (integer) – 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. -
vtype (string) – Either ‘re’ or ‘vc’, depending on whether the profile analysis is for a random effect or a variance component.
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num_low (integer) – The number of points at which to calculate the likelihood below the MLE of the parameter of interest.
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dist_low (float) – The distance below the MLE of the parameter of interest to begin calculating points on the profile likelihood.
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num_high (integer) – The number of points at which to calculate the likelihood abov the MLE of the parameter of interest.
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dist_high (float) – The distance above the MLE of the parameter of interest to begin calculating points on the profile likelihood.
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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.
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Notes
Only variance parameters can be profiled.