statsmodels.regression.mixed_linear_model.MixedLM.hessian_sqrt

MixedLM.hessian_sqrt(params)

Returns the Hessian matrix of the log-likelihood evaluated at a given point, calculated with respect to the parameterization in which the random effects covariance matrix is represented through its Cholesky square root.

Parameters:

params : MixedLMParams or array-like

The model parameters. If array-like, must contain packed parameters that are compatible with this model.

Returns:

The Hessian matrix of the profile log likelihood function,

evaluated at params.

Notes

If params is provided as a MixedLMParams object it may be of any parameterization.