MixedLM.loglike()

statsmodels.regression.mixed_linear_model.MixedLM.loglike

MixedLM.loglike(params, profile_fe=True) [source]

Evaluate the (profile) log-likelihood of the linear mixed effects model.

Parameters:

params : MixedLMParams, or array-like.

The parameter value. If array-like, must be a packed parameter vector containing only the covariance parameters.

profile_fe : boolean

If True, replace the provided value of fe_params with the GLS estimates.

Returns:

The log-likelihood value at params.

Notes

The scale parameter scale is always profiled out of the log-likelihood. In addition, if profile_fe is true the fixed effects parameters are also profiled out.

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.regression.mixed_linear_model.MixedLM.loglike.html

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