statsmodels/statsmodels — pull request #2008 by jseabold (2014-09-26 04:04:47+00:00)
Title: ENH: Add wraper for MixedLM

Addresses at least partially #1990 and #1992.

@kshedden Do you want to have a look at the changes? Maybe just try updating the notebooks and see if the new names make sense and also bang on the naming with the wrappers (pandas-in and pandas-out for all attributes) and the summary table. I wasn't totally sure what was going on all the time, but I think I kept all your intentions.

This still won't handle missing values correctly AFAICT, and some of the stuff in `__init__` and `from_formula` is redundant with stuff that already does happen and some of the stuff that should happen up the inheritance chain. It would also be nice to see if this can be vectorized/take advantage of the existing grouping functionality, but I'll likely leave these for later.

Last thing I want to change in this. likeval vs llf. It looks like there might be a case where they could be different? Should we have `llf` and `penalized_llf`? What's the pattern in the other models with regularization now?