statsmodels.regression.linear_model.OLS.hessian¶

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

Evaluate the Hessian function at a given point.

Parameters:¶

params : array_like¶

The parameter vector at which the Hessian is computed.

scale : float or None¶

If None, return the profile (concentrated) log likelihood (profiled over the scale parameter), else return the log-likelihood using the given scale value.

Returns:¶

The Hessian matrix.

Return type:¶

ndarray