statsmodels.regression.mixed_linear_model.MixedLM.fit_regularized
MixedLM.fit_regularized(start_params=None, method='l1', alpha=0, ceps=0.0001, ptol=1e-06, maxit=200, **fit_kwargs) [source]
Fit a model in which the fixed effects parameters are penalized. The dependence parameters are held fixed at their estimated values in the unpenalized model. Parameters:
method : string of Penalty object Method for regularization. If a string, must be ?l1?. alpha : array-like Scalar or vector of penal