statsmodels.discrete.discrete_model.Poisson.hessian¶
method
-
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
\[\ln\lambda_{i}=x_{i}\beta\]