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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)[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.

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