The Hessian computed at the initial parameter estimates.
A double matrix containing the Hessian computed at the input parameter estimates.
The Hessian matrix is nCoef by nCoef where nCoef is the number of coefficients in the model. This member function will call Solve to get the Hessian if the Hessian has not already been computed.
| Exception Type | Condition |
|---|---|
| ClassificationVariableException | is thrown when the number of values taken by each classification variable has been set by the user to be less than or equal to 1 |
| ClassificationVariableLimitException | is thrown when the sum of the number of distinct values taken on by each classification variable exceeds the maximum allowed, UpperBound |
| DeleteObservationsException | is thrown if the number of observations to be deleted has grown too large |
CategoricalGenLinModel Class | Imsl.Stat Namespace