OLS.hessian()

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:	The Hessian matrix.