statsmodels.regression.mixed_linear_model.MixedLM.Estep¶
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MixedLM.
Estep
(fe_params, cov_re, scale)[source]¶ The E-step of the EM algorithm.
This is for ML (not REML), but it seems to be good enough to use for REML starting values.
Parameters: fe_params : 1d ndarray
The current value of the fixed effect coefficients
cov_re : 2d ndarray
The current value of the covariance matrix of random effects
scale : positive scalar
The current value of the error variance
Returns: m1x : 1d ndarray
sum_groups , where X and Z are the fixed and random effects covariates, gamma is the random effects, and Y is the observed data
m1y : scalar
sum_groups
m2 : 2d ndarray
sum_groups
m2xx : 2d ndarray
sum_groups