statsmodels.discrete.discrete_model.MultinomialResults
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class statsmodels.discrete.discrete_model.MultinomialResults(model, mlefit, cov_type='nonrobust', cov_kwds=None, use_t=None)[source] -
A results class for multinomial data
Parameters: - model (A DiscreteModel instance) –
- params (array-like) – The parameters of a fitted model.
- hessian (array-like) – The hessian of the fitted model.
- scale (float) – A scale parameter for the covariance matrix.
Returns: - *Attributes*
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aic (float) – Akaike information criterion.
-2*(llf - p)wherepis the number of regressors including the intercept. -
bic (float) – Bayesian information criterion.
-2*llf + ln(nobs)*pwherepis 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
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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)
Methods
aic()bic()bse()conf_int([alpha, cols])Returns the confidence interval of the fitted parameters. cov_params([r_matrix, column, scale, cov_p, …])Returns the variance/covariance matrix. f_test(r_matrix[, cov_p, scale, invcov])Compute the F-test for a joint linear hypothesis. fittedvalues()get_margeff([at, method, atexog, dummy, count])Get marginal effects of the fitted model. initialize(model, params, **kwd)llf()llnull()llr()llr_pvalue()load(fname)load a pickle, (class method) margeff()normalized_cov_params()pred_table()Returns the J x J prediction table. predict([exog, transform])Call self.model.predict with self.params as the first argument. prsquared()pvalues()remove_data()remove data arrays, all nobs arrays from result and model resid_misclassified()Residuals indicating which observations are misclassified. save(fname[, remove_data])save a pickle of this instance set_null_options([llnull, attach_results])set fit options for Null (constant-only) model summary([yname, xname, title, alpha, yname_list])Summarize the Regression Results summary2([alpha, float_format])Experimental function to summarize 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 t_test_pairwise(term_name[, method, alpha, …])perform pairwise t_test with multiple testing corrected p-values 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. wald_test_terms([skip_single, …])Compute a sequence of Wald tests for terms over multiple columns Attributes
use_t
© 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.discrete.discrete_model.MultinomialResults.html