scikits.statsmodels.discretemod.Poisson.hessian

Poisson.hessian(params)

Poisson model Hessian matrix of the loglikelihood

Parameters :

params : array-like

The parameters of the model

Returns :

The Hessian matrix evaluated at params :

Notes

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

latex exited with error: [stderr] [stdout] This is pdfTeXk, Version 3.1415926-1.40.9 (Web2C 7.5.7) %&-line parsing enabled. entering extended mode (./math.tex LaTeX2e <2005/12/01> Babel <v3.8l> and hyphenation patterns for english, usenglishmax, dumylang, noh yphenation, loaded. (/usr/share/texmf-texlive/tex/latex/base/article.cls Document Class: article 2005/09/16 v1.4f Standard LaTeX document class (/usr/share/texmf-texlive/tex/latex/base/size12.clo)) (/usr/share/texmf-texlive/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.128 \endinput ^^M No pages of output. Transcript written on math.log.

where the loglinear model is assumed

System Message: WARNING/2 (\ln\lambda_{i}=X\beta )

latex exited with error: [stderr] [stdout] This is pdfTeXk, Version 3.1415926-1.40.9 (Web2C 7.5.7) %&-line parsing enabled. entering extended mode (./math.tex LaTeX2e <2005/12/01> Babel <v3.8l> and hyphenation patterns for english, usenglishmax, dumylang, noh yphenation, loaded. (/usr/share/texmf-texlive/tex/latex/base/article.cls Document Class: article 2005/09/16 v1.4f Standard LaTeX document class (/usr/share/texmf-texlive/tex/latex/base/size12.clo)) (/usr/share/texmf-texlive/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.128 \endinput ^^M No pages of output. Transcript written on math.log.

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