statsmodels.discrete.discrete_model.ProbitResults¶
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class
statsmodels.discrete.discrete_model.
ProbitResults
(model, mlefit, cov_type='nonrobust', cov_kwds=None, use_t=None)[source]¶ A results class for Probit Model
Parameters: model : A DiscreteModel instance
params : array-like
The parameters of a fitted model.
hessian : array-like
The hessian of the fitted model.
scale : float
A scale parameter for the covariance matrix.
Returns: Attributes
aic : float
Akaike information criterion. -2*(llf - p) where p is the number of regressors including the intercept.
bic : float
Bayesian information criterion. -2*llf + ln(nobs)*p where p is the number of regressors including the intercept.
bse : array
The standard errors of the coefficients.
df_resid : float
See model definition.
df_model : float
See model definition.
fitted_values : array
Linear predictor XB.
llf : float
Value of the loglikelihood
llnull : float
Value of the constant-only loglikelihood
llr : float
Likelihood ratio chi-squared statistic; -2*(llnull - llf)
llr_pvalue : float
The chi-squared probability of getting a log-likelihood ratio statistic greater than llr. llr has a chi-squared distribution with degrees of freedom df_model.
prsquared : float
McFadden’s pseudo-R-squared. 1 - (llf / llnull)
Methods
aic
()bic
()fittedvalues
()get_margeff
([at, method, atexog, dummy, count])Get marginal effects of the fitted model. llnull
()llr
()llr_pvalue
()pred_table
([threshold])Prediction table prsquared
()resid_dev
()Deviance residuals resid_generalized
()Generalized residuals resid_pearson
()Pearson residuals resid_response
()The response residuals summary
([yname, xname, title, alpha, yname_list])Summarize the Regression Results summary2
([yname, xname, title, alpha, ...])Experimental function to summarize regression results Attributes
use_t