statsmodels.genmod.generalized_estimating_equations.OrdinalGEE.hessian

OrdinalGEE.hessian(params, scale=None, observed=None)

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