statsmodels.regression.mixed_linear_model.MixedLM.hessian¶

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:¶

params : MixedLMParams 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:¶

• hess (2d ndarray) – The Hessian matrix, evaluated at params.

• sing (boolean) – If True, the covariance matrix is singular and a pseudo-inverse is returned.