statsmodels.regression.mixed_linear_model.MixedLM.score_full

MixedLM.score_full(params, calc_fe)[source]

Returns the score with respect to untransformed parameters.

Calculates the score vector for the profiled log-likelihood of the mixed effects model with respect to the parameterization in which the random effects covariance matrix is represented in its full form (not using the Cholesky factor).

Parameters:
  • params (MixedLMParams or array-like) – The parameter at which the score function is evaluated. If array-like, must contain the packed random effects parameters (cov_re and vcomp) without fe_params.
  • calc_fe (boolean) – If True, calculate the score vector for the fixed effects parameters. If False, this vector is not calculated, and a vector of zeros is returned in its place.
Returns:

  • score_fe (array-like) – The score vector with respect to the fixed effects parameters.
  • score_re (array-like) – The score vector with respect to the random effects parameters (excluding variance components parameters).
  • score_vc (array-like) – The score vector with respect to variance components parameters.

Notes

score_re is taken with respect to the parameterization in which cov_re is represented through its lower triangle (without taking the Cholesky square root).