class statsmodels.base.model.GenericLikelihoodModelResults(model, mlefit)[source]

A results class for the discrete dependent variable models.

..Warning :

The following description has not been updated to this version/class. Where are AIC, BIC, ....? docstring looks like copy from discretemod


model : A DiscreteModel instance

mlefit : instance of LikelihoodResults

This contains the numerical optimization results as returned by LikelihoodModel.fit(), in a superclass of GnericLikelihoodModels


*Attributes* :

Warning most of these are not available yet :

aic : float

Akaike information criterion. -2*(llf - p) where p is the number of regressors including the intercept.

bic : float

Bayesian information criterion. -2*`llf` + ln(nobs)*p where p is the number of regressors including the intercept.

bse : array

The standard errors of the coefficients.

df_resid : float

See model definition.

df_model : float

See model definition.

fitted_values : array

Linear predictor XB.

llf : float

Value of the loglikelihood

llnull : float

Value of the constant-only loglikelihood

llr : float

Likelihood ratio chi-squared statistic; -2*(llnull - llf)

llr_pvalue : float

The chi-squared probability of getting a log-likelihood ratio statistic greater than llr. llr has a chi-squared distribution with degrees of freedom df_model.

prsquared : float

McFadden’s pseudo-R-squared. 1 - (llf/llnull)


bootstrap([nrep, method, disp, store]) simple bootstrap to get mean and variance of estimator
bsejac() standard deviation of parameter estimates based on covjac
bsejhj() standard deviation of parameter estimates based on covHJH
conf_int([alpha, cols, method]) Returns the confidence interval of the fitted parameters.
cov_params([r_matrix, column, scale, cov_p, ...]) Returns the variance/covariance matrix.
covjac() covariance of parameters based on outer product of jacobian of
covjhj() covariance of parameters based on HJJH
f_test(r_matrix[, cov_p, scale, invcov]) Compute the F-test for a joint linear hypothesis.
hessv() cached Hessian of log-likelihood
initialize(model, params, **kwd)
jacv(*args, **kwds) jacv is deprecated, use score_obsv instead!
load(fname) load a pickle, (class method)
predict([exog, transform]) Call self.model.predict with self.params as the first argument.
remove_data() remove data arrays, all nobs arrays from result and model
save(fname[, remove_data]) save a pickle of this instance
score_obsv() cached Jacobian of log-likelihood
summary([yname, xname, title, alpha]) Summarize the Regression Results
t_test(r_matrix[, cov_p, scale, use_t]) Compute a t-test for a each linear hypothesis of the form Rb = q
tvalues() Return the t-statistic for a given parameter estimate.
wald_test(r_matrix[, cov_p, scale, invcov, ...]) Compute a Wald-test for a joint linear hypothesis.


use_t bool(x) -> bool

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