statsmodels.genmod.generalized_linear_model.GLM.hessian¶

GLM.hessian(params, scale=None, observed=None)[source]¶

Hessian, second derivative of loglikelihood function

Parameters:¶

paramsndarray

parameter at which Hessian is evaluated

scaleNone 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.

observedbool

If True, then the observed Hessian is returned (default). If False, then the expected information matrix is returned.

Returns:¶

hessianndarray

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