statsmodels.regression.linear_model.OLS.hessian

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

Evaluate the Hessian function at a given point.

Parameters:	params (array-like) – The parameter vector at which the Hessian is computed. scale (float or None) – If None, return the profile (concentrated) log likelihood (profiled over the scale parameter), else return the log-likelihood using the given scale value.
Returns:
Return type:	The Hessian matrix.