MixedLM.score_full()
statsmodels.regression.mixed_linear_model.MixedLM.score_full
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MixedLM.score_full(params, calc_fe)
[source] -
Returns the score with respect to untransformed parameters.
Calculates the score vector for the profiled log-likelihood of the mixed effects model with respect to the parameterization in which the random effects covariance matrix is represented in its full form (not using the Cholesky factor).
Parameters: params : MixedLMParams or array-like
The parameter at which the score function is evaluated. If array-like, must contain the packed random effects parameters (cov_re and vcomp) without fe_params.
calc_fe : boolean
If True, calculate the score vector for the fixed effects parameters. If False, this vector is not calculated, and a vector of zeros is returned in its place.
Returns: score_fe : array-like
The score vector with respect to the fixed effects parameters.
score_re : array-like
The score vector with respect to the random effects parameters (excluding variance components parameters).
score_vc : array-like
The score vector with respect to variance components parameters.
Notes
score_re
is taken with respect to the parameterization in whichcov_re
is represented through its lower triangle (without taking the Cholesky square root).
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.regression.mixed_linear_model.MixedLM.score_full.html