Feature Request: Post Estimation Score & InformationMatrix

[azev77]

It is often useful to have the score & information matrix of an estimated model (for example to do a score test).
Julia StatsBase allows StatsBase.informationmatrix(m) & StatsBase.score(m).
It would be awesome if GLM implemented these.

[Dave Kleinschmidt]

Sounds like a great first PR!

[Alexandros Fakos]

Is there a way to access the loglikelihood as a function of the parameters as each datapoint? Something like loglik_obs that maps from parameters and obs to a number.

[Adriano Meligrana]

It would be also useful to have access to some other functions available in statsmodels in python: statsmodels.glmmodel.score_factor and statsmodels.glmmodel.hessian_factor