statsmodels.genmod.generalized_estimating_equations.NominalGEE.hessian¶
- NominalGEE.hessian(params, scale=None, observed=None)¶
Hessian, second derivative of loglikelihood function
- Parameters:
- params
ndarray
parameter at which Hessian is evaluated
- scale
None
orfloat
If scale is None, then the default scale will be calculated. Default scale is defined by self.scaletype and set in fit. If scale is not None, then it is used as a fixed scale.
- observedbool
If True, then the observed Hessian is returned (default). If False, then the expected information matrix is returned.
- params
- Returns:
- hessian
ndarray
Hessian, i.e. observed information, or expected information matrix.
- hessian