statsmodels.regression.mixed_linear_model.MixedLMResults.profile_re

MixedLMResults.profile_re(re_ix, vtype, num_low=5, dist_low=1.0, num_high=5, dist_high=1.0, **fit_kwargs)[source]

Profile-likelihood inference for variance parameters.

Parameters:

  • re_ix (int) – 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 (str) – Either ‘re’ or ‘vc’, depending on whether the profile analysis is for a random effect or a variance component.

  • num_low (int) – 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 (int) – The number of points at which to calculate the likelihood above 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.

  • **fit_kwargs – Additional keyword arguments passed to fit.

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.