statsmodels.genmod.generalized_estimating_equations.GEEResults

class statsmodels.genmod.generalized_estimating_equations.GEEResults(model, params, cov_params, scale, cov_type='robust', use_t=False, regularized=False, **kwds)

This class summarizes the fit of a marginal regression model using GEE.

Attributes

normalized_cov_params()

See specific model class docstring

cov_params_default	(ndarray) default covariance of the parameter estimates. Is chosen among one of the following three based on cov_type
cov_robust	(ndarray) covariance of the parameter estimates that is robust
cov_naive	(ndarray) covariance of the parameter estimates that is not robust to correlation or variance misspecification
cov_robust_bc	(ndarray) covariance of the parameter estimates that is robust and bias reduced
converged	(bool) indicator for convergence of the optimization. True if the norm of the score is smaller than a threshold
cov_type	(str) string indicating whether a “robust”, “naive” or “bias_reduced” covariance is used as default
fit_history	(dict) Contains information about the iterations.
fittedvalues	(ndarray) Linear predicted values for the fitted model. dot(exog, params)
model	(class instance) Pointer to GEE model instance that called fit.
params	(ndarray) The coefficients of the fitted model. Note that interpretation of the coefficients often depends on the distribution family and the data.
scale	(float) The estimate of the scale / dispersion for the model fit. See GEE.fit for more information.
score_norm	(float) norm of the score at the end of the iterative estimation.
bse	(ndarray) The standard errors of the fitted GEE parameters.

Methods

conf_int([alpha, cols, cov_type])	Returns confidence intervals 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
normalized_cov_params()	See specific model class docstring
params_sensitivity(dep_params_first, …)	Refits the GEE model using a sequence of values for the dependence parameters.
plot_added_variable(focus_exog[, …])	Create an added variable plot for a fitted regression model.
plot_ceres_residuals(focus_exog[, frac, …])	Conditional Expectation Partial Residuals (CERES) plot.
plot_isotropic_dependence([ax, xpoints, min_n])	Create a plot of the pairwise products of within-group residuals against the corresponding time differences.
plot_partial_residuals(focus_exog[, ax])	Create a partial residual, or ‘component plus residual’ plot for a fitted regression model.
predict([exog, transform])	Call self.model.predict with self.params as the first argument.
qic([scale])	Returns the QIC and QICu information criteria.
remove_data()	Remove data arrays, all nobs arrays from result and model.
save(fname[, remove_data])	Save a pickle of this instance.
score_test()	Return the results of a score test for a linear constraint.
sensitivity_params(dep_params_first, …)	Refits the GEE model using a sequence of values for the dependence parameters.
standard_errors([cov_type])	This is a convenience function that returns the standard errors for any covariance type.
summary([yname, xname, title, alpha])	Summarize the GEE 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, cov_type])	Returns confidence intervals 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
normalized_cov_params()	See specific model class docstring
params_sensitivity(dep_params_first, …)	Refits the GEE model using a sequence of values for the dependence parameters.
plot_added_variable(focus_exog[, …])	Create an added variable plot for a fitted regression model.
plot_ceres_residuals(focus_exog[, frac, …])	Conditional Expectation Partial Residuals (CERES) plot.
plot_isotropic_dependence([ax, xpoints, min_n])	Create a plot of the pairwise products of within-group residuals against the corresponding time differences.
plot_partial_residuals(focus_exog[, ax])	Create a partial residual, or ‘component plus residual’ plot for a fitted regression model.
predict([exog, transform])	Call self.model.predict with self.params as the first argument.
qic([scale])	Returns the QIC and QICu information criteria.
remove_data()	Remove data arrays, all nobs arrays from result and model.
save(fname[, remove_data])	Save a pickle of this instance.
score_test()	Return the results of a score test for a linear constraint.
sensitivity_params(dep_params_first, …)	Refits the GEE model using a sequence of values for the dependence parameters.
standard_errors([cov_type])	This is a convenience function that returns the standard errors for any covariance type.
summary([yname, xname, title, alpha])	Summarize the GEE 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

bse
centered_resid	Returns the residuals centered within each group.
fittedvalues	Returns the fitted values from the model.
llf	Log-likelihood of model
pvalues	The two-tailed p values for the t-stats of the params.
resid	Returns the residuals, the endogeneous data minus the fitted values from the model.
resid_anscombe
resid_centered	Returns the residuals centered within each group.
resid_centered_split	Returns the residuals centered within each group.
resid_deviance
resid_pearson
resid_response
resid_split	Returns the residuals, the endogeneous data minus the fitted values from the model.
resid_working
split_centered_resid	Returns the residuals centered within each group.
split_resid	Returns the residuals, the endogeneous data minus the fitted values from the model.
tvalues	Return the t-statistic for a given parameter estimate.
use_t	Flag indicating to use the Student’s distribution in inference.