statsmodels.genmod.generalized_estimating_equations.OrdinalGEE.hessian#
- OrdinalGEE.hessian(params, scale=None, observed=None)#
Hessian, second derivative of log-likelihood function
- Parameters:
- params
ndarray parameter at which Hessian is evaluated
- scale
float,optional 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.
- observedbool,
optional If True, then the observed Hessian is returned (default). If False, then the expected information matrix is returned.
- params
- Returns:
- hessian
ndarray Hessian, i.e., observed information, or expected information matrix.
- hessian