statsmodels.regression.linear_model.OLS.hessian

OLS.hessian(params, scale=None)

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.

Return type:

ndarray