statsmodels.discrete.discrete_model.Poisson.hessian_factor¶

Poisson.hessian_factor(params)[source]¶

Poisson model Hessian factor

Parameters:¶

paramsarray_like

The parameters of the model

Returns:¶

hessndarray, (nobs,)

The Hessian factor, second derivative of loglikelihood function with respect to the linear predictor evaluated at params

Notes

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

where the loglinear model is assumed

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