GLM.hessian(params, scale=None, observed=None)[source]

Hessian, second derivative of loglikelihood function

  • params (ndarray) – parameter at which Hessian is evaluated
  • scale (None or float) – If scale is None, then the default scale will be calculated. Default scale is defined by self.scaletype and set in fit. If scale is not None, then it is used as a fixed scale.
  • observed (bool) – If True, then the observed Hessian is returned (default). If false then the expected information matrix is returned.

hessian – Hessian, i.e. observed information, or expected information matrix.

Return type: