MixedLM.hessian(params) [source]

Returns the model’s Hessian matrix.

Calculates the Hessian matrix for the linear mixed effects model with respect to the parameterization in which the covariance matrix is represented directly (without square-root transformation).

Parameters: params (MixedLMParams or array-like) – The model parameters at which the Hessian is calculated. If array-like, must contain the packed parameters in a form that is compatible with this model instance.
Returns: hess – The Hessian matrix, evaluated at params.
Return type: 2d ndarray

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© 2006 Jonathan E. Taylor
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