statsmodels.genmod.generalized_linear_model.GLM.hessian

GLM.hessian(params, scale=None, observed=True)

Hessian, second derivative of loglikelihood function

Parameters:

params : ndarray

parameter at which Hessian is evaluated

scale : None or float

If scale is None, then the default scale will be calculated. Default scale is defined by self.scaletype and set in fit. If scale is not None, then it is used as a fixed scale.

observed : bool

If True, then the observed Hessian is returned. If false then the expected information matrix is returned.

Returns:

hessian : ndarray

Hessian, i.e. observed information, or expected information matrix.