statsmodels.base.model.ResultMixin

class statsmodels.base.model.ResultMixin[source]
Attributes:
aic

Akaike information criterion

bic

Bayesian information criterion

bsejac

standard deviation of parameter estimates based on covjac

bsejhj

standard deviation of parameter estimates based on covHJH

covjac

covariance of parameters based on outer product of jacobian of log-likelihood

covjhj

covariance of parameters based on HJJH

dot product of Hessian, Jacobian, Jacobian, Hessian of likelihood

name should be covhjh

df_modelwc

Model WC

hessv

cached Hessian of log-likelihood

score_obsv

cached Jacobian of log-likelihood

Methods

bootstrap([nrep, method, disp, store])

simple bootstrap to get mean and variance of estimator

get_nlfun(fun)

This is not Implemented

Properties

aic

Akaike information criterion

bic

Bayesian information criterion

bsejac

standard deviation of parameter estimates based on covjac

bsejhj

standard deviation of parameter estimates based on covHJH

covjac

covariance of parameters based on outer product of jacobian of log-likelihood

covjhj

covariance of parameters based on HJJH

df_modelwc

Model WC

hessv

cached Hessian of log-likelihood

score_obsv

cached Jacobian of log-likelihood


Last update: Oct 03, 2024