statsmodels.regression.mixed_linear_model.MixedLM.score_sqrt

MixedLM.score_sqrt(params, calc_fe=True)[source]

Returns the score with respect to transformed parameters.

Calculates the score vector with respect to the parameterization in which the random effects covariance matrix is represented through its Cholesky square root.

Parameters

params : MixedLMParams or array_like

The model parameters. If array-like must contain packed parameters that are compatible with this model instance.

calc_fe : bool

If True, calculate the score vector for the fixed effects parameters. If False, this vector is not calculated, and a vector of zeros is returned in its place.

Returns

score_fe : array_like

The score vector with respect to the fixed effects parameters.

score_re : array_like

The score vector with respect to the random effects parameters (excluding variance components parameters).

score_vc : array_like

The score vector with respect to variance components parameters.