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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.

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