initial commit

statsmodels · Nov 22, 2020 · 2fc175a · 2fc175a
1 parent 874c666
commit 2fc175a
Showing 1 changed file with 10 additions and 0 deletions.
diff --git a/statsmodels/regression/mixed_linear_model.py b/statsmodels/regression/mixed_linear_model.py
@@ -2260,6 +2260,16 @@ def fit(self, start_params=None, reml=True, niter_sa=0,
                    "is not positive definite.")
             warnings.warn(msg, ConvergenceWarning)
 
+        if hasattr(self.exog, "names"):
+            fe_params = pd.Series(fe_params, self.exog.names)
+
+        if hasattr(self.exog_re, "names"):
+            na = self.exog_re.names
+            cov_re = pd.DataFrame(fe_params, columns=na, index=na)
+
+        if hasattr(self.exog_vc, "names"):
+            vcomp = pd.Series(vcomp, self.exog_vc.names)
+
         # Prepare a results class instance
         params_packed = params.get_packed(use_sqrt=False, has_fe=True)
         results = MixedLMResults(self, params_packed, pcov / scale)