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)
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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* :
aic : float
Akaike information criterion.
-2*(llf - p)
wherep
is the number of regressors including the intercept.bic : float
Bayesian information criterion.
-2*llf + ln(nobs)*p
wherep
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)
Methods
aic
()bic
()bse
()conf_int
([alpha, cols])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 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 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. Attributes
use_t
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