statsmodels.genmod.generalized_linear_model.GLM.hessian¶

GLM.hessian(params, scale=None, observed=None)[source]¶

Hessian, second derivative of loglikelihood function

Parameters:¶

params : ndarray¶

parameter at which Hessian is evaluated

scale : None or float¶

If scale is None, then the default scale will be calculated. Default scale is defined by self.scaletype and set in fit. If scale is not None, then it is used as a fixed scale.

observed : bool¶

If True, then the observed Hessian is returned (default). If False, then the expected information matrix is returned.

Returns:¶

hessian – Hessian, i.e. observed information, or expected information matrix.

Return type:¶

ndarray