statsmodels.regression.mixed_linear_model.MixedLM.hessian

MixedLM.hessian(params)

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.