statsmodels.discrete.discrete_model.GeneralizedPoisson.hessian_factor#
- GeneralizedPoisson.hessian_factor(params)[source]#
Generalized Poisson model Hessian matrix of the log-likelihood.
- Parameters:
- paramsarray_like
The parameters of the model
- Returns:
- hess
ndarray, (nobs, 3) The Hessian factor, second derivative of log-likelihood function with respect to linear predictor and dispersion parameter evaluated at params The first column contains the second derivative w.r.t. linpred, the second column contains the cross derivative, and the third column contains the second derivative w.r.t. the dispersion parameter.
- hess