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
MixedLMParamsor 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_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.
- params
- 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.
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).