statsmodels.discrete.discrete_model.Poisson.hessian¶

Poisson.hessian(params)[source]¶

Poisson model Hessian matrix of the loglikelihood

Parameters:¶

paramsarray_like

The parameters of the model

Returns:¶

hessndarray, (k_vars, k_vars)

The Hessian, second derivative of loglikelihood function, evaluated at params

Notes

$$\frac{{\partial }^2\ln L}{\partial \beta \partial {\beta }^{\prime }}=-\sum _{i=1}^n{\lambda }_i{x}_i{x}_i^{\prime }$$

where the loglinear model is assumed

$$\ln {\lambda }_i=x_i\beta$$