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pythonpython-3.xstatsmodelsmixed-modelspanel-data

Statsmodels Mixed Linear Model predictions

I am estimating a Mixed Linear Model using the statsmodels MixedLM package in Python. After fitting the model, I now want to make predictions but am struggling to understand the 'predict' method.

The statsmodels documentation (http://www.statsmodels.org/dev/generated/statsmodels.regression.mixed_linear_model.MixedLM.predict.html) suggests that the predict method takes an array containing the parameters of the model that has been estimated. How can I retrieve this array? 

y = raw_data['dependent_var']
X = raw_data[['var1', 'var2', 'var3']]
groups = raw_data['person_id']

model = sm.MixedLM(endog=y, exog=X, groups=groups)
result = model.fit()
Solution

  • I know I am late by few months but it's good to answer if someone else is having the same question. The params required are available in the result object. They are result.fe_params

    model.predict(reresult.fe_params, exog=xest)

    or with result object

    result.predict(exog=xtest)