statsmodels.discrete.conditional_models.ConditionalMNLogit

class statsmodels.discrete.conditional_models.ConditionalMNLogit(endog, exog, missing='none', **kwargs)

Fit a conditional multinomial logit model to grouped data.

Parameters:

endog : array_like

The dependent variable, must be integer-valued, coded 0, 1, …, c-1, where c is the number of response categories.

exog : array_like

The independent variables.

groups : array_like

Codes defining the groups. This is a required keyword parameter.

Notes

Equivalent to femlogit in Stata.

References

Gary Chamberlain (1980). Analysis of covariance with qualitative data. The Review of Economic Studies. Vol. 47, No. 1, pp. 225-238.

Attributes

endog_names	Names of endogenous variables.
exog_names	Names of exogenous variables.

Methods

fit([start_params, method, maxiter, …])	Fit method for likelihood based models
fit_regularized([method, alpha, …])	Return a regularized fit to a linear regression model.
from_formula(formula, data[, subset, drop_cols])	Create a Model from a formula and dataframe.
hessian(params)	The Hessian matrix of the model.
information(params)	Fisher information matrix of model.
initialize()	Initialize (possibly re-initialize) a Model instance.
loglike(params)	Log-likelihood of model.
predict(params[, exog])	After a model has been fit predict returns the fitted values.
score(params)	Score vector of model.

Methods

fit([start_params, method, maxiter, …])	Fit method for likelihood based models
fit_regularized([method, alpha, …])	Return a regularized fit to a linear regression model.
from_formula(formula, data[, subset, drop_cols])	Create a Model from a formula and dataframe.
hessian(params)	The Hessian matrix of the model.
information(params)	Fisher information matrix of model.
initialize()	Initialize (possibly re-initialize) a Model instance.
loglike(params)	Log-likelihood of model.
predict(params[, exog])	After a model has been fit predict returns the fitted values.
score(params)	Score vector of model.

Properties

endog_names	Names of endogenous variables.
exog_names	Names of exogenous variables.