statsmodels.discrete.discrete_model.Poisson.hessian_factor

Poisson.hessian_factor(params)[source]

Poisson model Hessian factor

Parameters:
paramsarray_like

The parameters of the model

Returns:
hessndarray, (nobs,)

The Hessian factor, second derivative of loglikelihood function with respect to the linear predictor evaluated at params

Notes

\[\frac{\partial^{2}\ln L}{\partial\beta\partial\beta^{\prime}}=-\sum_{i=1}^{n}\lambda_{i}\]

where the loglinear model is assumed

\[\ln\lambda_{i}=x_{i}\beta\]

Last update: Feb 14, 2024