discrete.discrete_model.MultinomialResults()

statsmodels.discrete.discrete_model.MultinomialResults

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* :

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)

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
doc_statsmodels
2017-01-18 16:08:13
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