MixedLM.hessian()
statsmodels.regression.mixed_linear_model.MixedLM.hessian
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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 : 2d ndarray
The Hessian matrix, evaluated at
params
.
© 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.regression.mixed_linear_model.MixedLM.hessian.html