statsmodels.discrete.truncated_model.HurdleCountModel.hessian#

HurdleCountModel.hessian(params)[source]#

Hurdle model Hessian matrix of the log-likelihood. When the zero and main models are separately estimated, this is a block diagonal matrix of the two models’ Hessians.

Parameters:
paramsarray_like

The parameters of the model

Returns:
hessndarray, (k_vars, k_vars)

The Hessian, second derivative of loglikelihood function, evaluated at params