statsmodels.regression.mixed_linear_model.MixedLM.hessian#
- MixedLM.hessian(params)[source]#
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:
- params
MixedLMParamsor 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.
- params
- Returns:
- hess2d
ndarray The Hessian matrix, evaluated at params.
- singbool
If True, the random effects covariance matrix is singular or a variance component is zero. The Hessian is the limit as these variances go to zero, directions with a variance below 1e-10 are dropped from the covariance of the observations.
- hess2d