statsmodels/statsmodels — pull request #2125 by kshedden (2014-12-07 02:30:40+00:00)
Title: Fix bug causing problems with profile likelihood analysis

This should resolve #2102, at least in the given example. I didn't realize that numpy.diag returns a reference.

Most users of 0.6.1 will never encounter this, because it only comes in to play when the starting values along the profile are outside the domain of PSD matrices. The second notebook example is extremely close to the boundary, which leads to failures on some machines (it seems to work on others).