statsmodels.regression.mixed_linear_model.MixedLM.hessian¶
- 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 numpy: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.
- params
- Returns:
- hess2d
ndarray
The Hessian matrix, evaluated at params.
- singbool
If True, the covariance matrix is singular and a pseudo-inverse is returned.
- hess2d