Probit.hessian()
statsmodels.discrete.discrete_model.Probit.hessian
-
Probit.hessian(params)
[source] -
Probit model Hessian matrix of the log-likelihood
Parameters: params : array-like
The parameters of the model
Returns: hess : ndarray, (k_vars, k_vars)
The Hessian, second derivative of loglikelihood function, evaluated at
params
Notes
where
and
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.discrete.discrete_model.Probit.hessian.html