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