statsmodels.discrete.discrete_model.Poisson.hessian_factor

Poisson.hessian_factor(params)[source]

Poisson model Hessian factor

Parameters:params (array-like) – The parameters of the model
Returns:hess – The Hessian factor, second derivative of loglikelihood function with respect to the linear predictor evaluated at params
Return type:ndarray, (nobs,)

Notes

\[\frac{\partial^{2}\ln L}{\partial\beta\partial\beta^{\prime}}=-\sum_{i=1}^{n}\lambda_{i}\]

where the loglinear model is assumed

\[\ln\lambda_{i}=x_{i}\beta\]