statsmodels.othermod.betareg.BetaModel.hessian

BetaModel.hessian(params, observed=None)

Hessian, second derivative of loglikelihood function

Parameters:

• params (ndarray) – Parameter at which Hessian is evaluated.

• 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