statsmodels.discrete.truncated_model.HurdleCountModel.hessian#
- HurdleCountModel.hessian(params)[source]#
Hurdle model Hessian matrix of the log-likelihood. When the zero and main models are separately estimated, this is a block diagonal matrix of the two models’ Hessians.
- Parameters:
- paramsarray_like
The parameters of the model
- Returns:
- hess
ndarray, (k_vars,k_vars) The Hessian, second derivative of loglikelihood function, evaluated at params
- hess