scikits.statsmodels.discretemod.Logit.hessian

Logit.hessian(params)

Logit model Hessian matrix of the log-likelihood

Parameters :

params : array-like

The parameters of the model

Returns :

The Hessian evaluated at `params` :

Notes

System Message: WARNING/2 (\frac{\partial^{2}\ln L}{\partial\beta\partial\beta^{\prime}}=-\sum_{i}\Lambda_{i}\left(1-\Lambda_{i}\right)x_{i}x_{i}^{\prime} )

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