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scikits.statsmodels.discrete.discrete_model.Poisson.hessian

Poisson.hessian(params)[source]

Poisson model Hessian matrix of the loglikelihood

Parameters :

params : array-like

The parameters of the model

Returns :

The Hessian matrix evaluated at params :

Notes

\frac{\partial^{2}\ln L}{\partial\beta\partial\beta^{\prime}}=-\sum_{i=1}^{n}\lambda_{i}x_{i}x_{i}^{\prime}

where the loglinear model is assumed

\ln\lambda_{i}=X\beta

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