statsmodels.regression.mixed_linear_model.MixedLM.hessian

MixedLM.hessian(params)

Return the model’s Hessian matrix

Calculates the Hessian matrix for the linear mixed effects model with respect to the parameterization in which the covariance matrix is represented directly (without square-root transformation).

Parameters:

paramsMixedLMParams or array_like

The model parameters at which the Hessian is calculated. If array-like, must contain the packed parameters in a form that is compatible with this model instance.

Returns:

hess2d ndarray

The Hessian matrix, evaluated at params.

singbool

If True, the covariance matrix is singular and a pseudo-inverse is returned.