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:
- params
MixedLMParamsor 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.
- 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.