statsmodels.regression.mixed_linear_model.MixedLMResults.profile_re

MixedLMResults.profile_re(re_ix, num_low=5, dist_low=1.0, num_high=5, dist_high=1.0)

Calculate a series of values along a 1-dimensional profile likelihood.

Parameters:

re_ix : integer

The index of the variance parameter for which to construct a profile likelihood.

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. re_ix is the index of the random effect that is profiled.