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:
Return type:

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