statsmodels.discrete.discrete_model.MultinomialResults¶
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class
statsmodels.discrete.discrete_model.MultinomialResults(model, mlefit)[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.
Attributes
df_resid (float) See model definition. df_model (float) See model definition. llf (float) Value of the loglikelihood Methods
conf_int([alpha, cols])Construct confidence interval for the fitted parameters. cov_params([r_matrix, column, scale, cov_p, …])Compute the variance/covariance matrix. f_test(r_matrix[, cov_p, scale, invcov])Compute the F-test for a joint linear hypothesis. get_margeff([at, method, atexog, dummy, count])Get marginal effects of the fitted model. initialize(model, params, **kwargs)Initialize (possibly re-initialize) a Results instance. load(fname)Load a pickled results instance margeff()normalized_cov_params()See specific model class docstring pred_table()Returns the J x J prediction table. predict([exog, transform])Call self.model.predict with self.params as the first argument. remove_data()Remove data arrays, all nobs arrays from result and model. save(fname[, remove_data])Save a pickle of this instance. set_null_options([llnull, attach_results])Set the fit options for the Null (constant-only) model. 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. t_test_pairwise(term_name[, method, alpha, …])Perform pairwise t_test with multiple testing corrected p-values. wald_test(r_matrix[, cov_p, scale, invcov, …])Compute a Wald-test for a joint linear hypothesis. wald_test_terms([skip_single, …])Compute a sequence of Wald tests for terms over multiple columns. Methods
conf_int([alpha, cols])Construct confidence interval for the fitted parameters. cov_params([r_matrix, column, scale, cov_p, …])Compute the variance/covariance matrix. f_test(r_matrix[, cov_p, scale, invcov])Compute the F-test for a joint linear hypothesis. get_margeff([at, method, atexog, dummy, count])Get marginal effects of the fitted model. initialize(model, params, **kwargs)Initialize (possibly re-initialize) a Results instance. load(fname)Load a pickled results instance margeff()normalized_cov_params()See specific model class docstring pred_table()Returns the J x J prediction table. predict([exog, transform])Call self.model.predict with self.params as the first argument. remove_data()Remove data arrays, all nobs arrays from result and model. save(fname[, remove_data])Save a pickle of this instance. set_null_options([llnull, attach_results])Set the fit options for the Null (constant-only) model. 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. t_test_pairwise(term_name[, method, alpha, …])Perform pairwise t_test with multiple testing corrected p-values. wald_test(r_matrix[, cov_p, scale, invcov, …])Compute a Wald-test for a joint linear hypothesis. wald_test_terms([skip_single, …])Compute a sequence of Wald tests for terms over multiple columns. Properties
aicbicbsefittedvaluesLinear predictor XB. llfLog-likelihood of model llnullValue of the constant-only loglikelihood llrLikelihood ratio chi-squared statistic; -2*(llnull - llf) llr_pvalueThe chi-squared probability of getting a log-likelihood ratio statistic greater than llr. prsquaredMcFadden’s pseudo-R-squared. pvaluesThe two-tailed p values for the t-stats of the params. resid_misclassifiedResiduals indicating which observations are misclassified. resid_responseRespnose residuals. tvaluesReturn the t-statistic for a given parameter estimate. use_tFlag indicating to use the Student’s distribution in inference.