6.6.2. statsmodels.sandbox.panel.mixed

Mixed effects models

Author: Jonathan Taylor Author: Josef Perktold License: BSD-3

6.6.2.1. Notes

It’s pretty slow if the model is misspecified, in my first example convergence in loglike is not reached within 2000 iterations. Added stop criteria based on convergence of parameters instead.

With correctly specified model, convergence is fast, in 6 iterations in example.

6.6.2.2. Classes

LikelihoodModelResults(model, params[, ...])	Class to contain results from likelihood models
OneWayMixed(units)	Model for EM implementation of (repeated measures) mixed effects model.
OneWayMixedResults(model)	Results class for OneWayMixed models
Unit(endog, exog_fe, exog_re)	Individual experimental unit for EM implementation of (repeated measures) mixed effects model.