statsmodels.regression.mixed_linear_model.MixedLMResults.profile_re

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

Profile-likelihood inference for variance parameters.

Parameters:

re_ix : integer

If vtype is re, this value is the index of the variance parameter for which to construct a profile likelihood. If vtype is ‘vc’ then re_ix is the name of the variance parameter to be profiled.

vtype : string

Either ‘re’ or ‘vc’, depending on whether the profile analysis is for a random effect or a variance component.

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.