statsmodels.discrete.discrete_model.MultinomialResults

class statsmodels.discrete.discrete_model.MultinomialResults(model, mlefit, cov_type='nonrobust', cov_kwds=None, use_t=None)

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])	Returns the confidence interval of the fitted parameters.
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
set_null_options([llnull, attach_results])	set fit options for 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
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.
wald_test_terms([skip_single, …])	Compute a sequence of Wald tests for terms over multiple columns

Attributes

use_t