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