statsmodels.othermod.betareg.BetaModel.hessian

BetaModel.hessian(params, observed=None)[source]

Hessian, second derivative of loglikelihood function

Parameters:
paramsndarray

Parameter at which Hessian is evaluated.

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.


Last update: Oct 03, 2024