statsmodels.regression.mixed_linear_model.MixedLM.hessian¶
- MixedLM.hessian(params)[source]¶
Returns 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
MixedLMParams
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.
- params
- Returns:¶
Last update:
Oct 12, 2024