python - statsmodels.api 收敛失败

Question

我正在尝试从以下位置获取特定值:

result = logit.fit()
print result.summary()

<小时/>

                           Logit Regression Results
==============================================================================
Dep. Variable:                      y   No. Observations:                 8039
Model:                          Logit   Df Residuals:                     8033
Method:                           MLE   Df Model:                            5
Date:                Tue, 15 Sep 2015   Pseudo R-squ.:                 0.01873
Time:                        10:54:35   Log-Likelihood:                -1851.0
converged:                       True   LL-Null:                       -1886.4
                                        LLR p-value:                 7.422e-14

我想从聚合中获取值(上面是True)我找不到一种方法来从摘要中获取该值。有没有办法知道模型是否收敛？

Answer 1

优化例程提供的附加信息存储在mle_retvals中。这应该适合你:

from statsmodels.discrete.discrete_model import Logit
import numpy as np
np.random.seed(42)

n, d = 20, 10
y = np.random.randint(2, size=n)
X = np.random.rand(n, d)

res = Logit(y, X).fit()

did_converge = res.mle_retvals["converged"]