statsmodels.genmod.generalized_linear_model.GLM.hessian

GLM.hessian(params, scale=None, observed=None) [source]

Hessian, second derivative of loglikelihood function

Parameters:
  • params (ndarray) – parameter at which Hessian is evaluated
  • scale (None or float) – 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.
  • observed (bool) – If True, then the observed Hessian is returned (default). If false then the expected information matrix is returned.
Returns:

hessian – Hessian, i.e. observed information, or expected information matrix.

Return type:

ndarray

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© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.genmod.generalized_linear_model.GLM.hessian.html