statsmodels.regression.mixed_linear_model.MixedLM.hessian¶
method
-
MixedLM.
hessian
(params)[source]¶ Returns the model’s Hessian matrix.
Calculates the Hessian matrix for the linear mixed effects model with respect to the parameterization in which the covariance matrix is represented directly (without square-root transformation).
- Parameters
- paramsMixedLMParams or array-like
The model parameters at which the Hessian is calculated. If array-like, must contain the packed parameters in a form that is compatible with this model instance.
- Returns
- hess2d ndarray
The Hessian matrix, evaluated at params.