statsmodels.othermod.betareg.BetaModel.hessian

BetaModel.hessian(params, observed=None)

Hessian, second derivative of loglikelihood function

Parameters:

paramsndarray

Parameter at which Hessian is evaluated.

observedbool, optional

If True, then the observed Hessian is returned. If False, then the expected information matrix is returned. If None, the default, then the choice is made by the model’s hess_type attribute, which is “oim”, i.e. observed, unless fit was called with cov_type="eim".

Returns:

hessianndarray

Hessian, i.e., observed information, or expected information matrix.