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]¶ Profile-likelihood inference for variance parameters.
Parameters: 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.
num_low : integer
The number of points at which to calculate the likelihood below the MLE of the parameter of interest.
dist_low : float
The distance below the MLE of the parameter of interest to begin calculating points on the profile likelihood.
num_high : integer
The number of points at which to calculate the likelihood abov the MLE of the parameter of interest.
dist_high : float
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.