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Skip_hessian True now works in ConditionalLogit #9181

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Skip_hessian True now works in ConditionalLogit #9181

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7 changes: 6 additions & 1 deletion statsmodels/discrete/conditional_models.py
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Expand Up @@ -121,8 +121,13 @@
full_output=full_output,
disp=disp,
skip_hessian=skip_hessian)

if skip_hessian:
cov_params = None

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statsmodels/discrete/conditional_models.py#L126 

Added line #L126 was not covered by tests
else:
cov_params = rslt.cov_params()

crslt = ConditionalResults(self, rslt.params, rslt.cov_params(), 1)
crslt = ConditionalResults(self, rslt.params, cov_params, 1)
crslt.method = method
crslt.nobs = self.nobs
crslt.n_groups = self._n_groups
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