statsmodels.othermod.betareg.BetaModel.hessian_factor

BetaModel.hessian_factor(params, observed=True)

Derivatives of loglikelihood function w.r.t. linear predictors

Parameters:

paramsndarray

Parameter at which Hessian is evaluated.

observedbool

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

Returns:

tuple

The three hessian factors, corresponding to the upper triangle of the Hessian matrix, as returned by score_hessian_factor.