statsmodels.regression.mixed_linear_model.MixedLM.score_sqrt¶

MixedLM.score_sqrt(params, calc_fe=True)[source]¶

Returns the score with respect to transformed parameters.

Calculates the score vector with respect to the parameterization in which the random effects covariance matrix is represented through its Cholesky square root.

Parameters:¶

paramsMixedLMParams or array_like

The model parameters. If array-like must contain packed parameters that are compatible with this model instance.

calc_febool

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_fearray_like

The score vector with respect to the fixed effects parameters.

score_rearray_like

The score vector with respect to the random effects parameters (excluding variance components parameters).

score_vcarray_like

The score vector with respect to variance components parameters.