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.