MixedLM.hessian_full()

statsmodels.regression.mixed_linear_model.MixedLM.hessian_full

MixedLM.hessian_full(params) [source]

Calculates the Hessian matrix for the mixed effects model with respect to the parameterization in which the covariance matrix is represented directly (without square-root transformation).

Parameters:	params : MixedLMParams or 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.
Returns:	hess : 2d ndarray The Hessian matrix, evaluated at params.

Notes

Tf provided as a MixedLMParams object, the input may be of any parameterization.