MixedLM.hessian_sqrt()

statsmodels.regression.mixed_linear_model.MixedLM.hessian_sqrt

MixedLM.hessian_sqrt(params) [source]

Returns the Hessian matrix of the log-likelihood evaluated at a given point, calculated with respect to the parameterization in which the random effects covariance matrix is represented through its Cholesky square root.

Parameters:	params : MixedLMParams or array-like The model parameters. If array-like, must contain packed parameters that are compatible with this model.
Returns:	The Hessian matrix of the profile log likelihood function, : evaluated at `params`. :

Notes

If params is provided as a MixedLMParams object it may be of any parameterization.