statsmodels.discrete.discrete_model.GeneralizedPoisson.hessian_factor¶

GeneralizedPoisson.hessian_factor(params)[ソース]¶

Generalized Poisson model Hessian matrix of the loglikelihood

Parameters:¶

paramsarray_like

The parameters of the model

Returns:¶

hessndarray, (nobs, 3)

The Hessian factor, second derivative of loglikelihood function with respect to linear predictor and dispersion parameter evaluated at params The first column contains the second derivative w.r.t. linpred, the second column contains the cross derivative, and the third column contains the second derivative w.r.t. the dispersion parameter.