[SciPy-User] scipy.stats.models.mixed examples ?

josef.pktd at gmail.com josef.pktd at gmail.com
Sun Sep 20 07:50:39 EDT 2009


Has anyone used scipy.stats.models.mixed and has some usage examples
for it? An archive search came up empty.

I wanted to see if it can be updated to integrate back into
statsmodels from the sandbox. But I have a hard time seeing how it
works (especially because of the internal use of formula). There is
only a brief (incomplete) example in the file and not a single test
for it. The results look reasonable and the implementation seems to
follow the reference pretty closely. During gsoc, there wasn't enough
time to clean it up and verify it.

class Mixed(object):

    """
    Model for
    EM implementation of (repeated measures)
    mixed effects model.

    \'Maximum Likelihood Computations with Repeated Measures:
    Application of the EM Algorithm\'

    Nan Laird; Nicholas Lange; Daniel Stram

    Journal of the American Statistical Association,
    Vol. 82, No. 397. (Mar., 1987), pp. 97-105.
    """

Skimming through the article it could be useful for some applications.
Although for panel data, as far as I have seen, it wouldn't allow for
time random effects, since there is no correlation between units
allowed.

Thanks,

Josef



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