statsmodels/statsmodels — comment on commit 17540867ef660d39bc19e15526adcf342ff2c44b
File:  line 0
By jseabold:

The behavior is for convergence. It looks like they get stuck in a local minimum with some of the solvers but report convergence. The optimizations themselves don't use our Hessian in most cases.

I will look at using both forward-backward difference and OPG for the Hessian, though in the latter case we have the score in terms of the reparameterization so we'd also have to use the delta method I believe.