statsmodels.discrete.discrete_model.Poisson.hessian_factor¶

Poisson.hessian_factor(params)[source]

Poisson model Hessian factor

Parameters
paramsarray_like

The parameters of the model

Returns
hessndarray, (nobs,)

The Hessian factor, second derivative of loglikelihood function with respect to the linear predictor evaluated at params

Notes

$\frac{\partial^{2}\ln L}{\partial\beta\partial\beta^{\prime}}=-\sum_{i=1}^{n}\lambda_{i}$

where the loglinear model is assumed

$\ln\lambda_{i}=x_{i}\beta$