statsmodels.regression.mixed_linear_model.MixedLM.loglike

MixedLM.loglike(params, profile_fe=True)

Evaluate the (profile) log-likelihood of the linear mixed effects model.

Parameters:

params : MixedLMParams, or array-like.

The parameter value. If array-like, must be a packed parameter vector containing only the covariance parameters.

profile_fe : boolean

If True, replace the provided value of fe_params with the GLS estimates.

Returns:

The log-likelihood value at params.

Notes

The scale parameter scale is always profiled out of the log-likelihood. In addition, if profile_fe is true the fixed effects parameters are also profiled out.