statsmodels.miscmodels.tmodel.TLinearModel.hessian_factor¶
-
TLinearModel.hessian_factor(params, scale=
None
, observed=True
)¶ Weights for calculating Hessian
- Parameters:¶
- params
ndarray
parameter at which Hessian is evaluated
- scale
None
orfloat
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. If false then the expected information matrix is returned.
- params
- Returns:¶
- hessian_factor
ndarray
, 1d A 1d weight vector used in the calculation of the Hessian. The hessian is obtained by (exog.T * hessian_factor).dot(exog)
- hessian_factor
Last update:
Dec 23, 2024