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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.

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