If scale is None, then the default scale will be calculated.
Default scale is defined by self.scaletype and set in fit.
If scale is not None, then it is used as a fixed scale.
observed : bool
If True, then the observed Hessian is returned. If false then the
expected information matrix is returned.
Returns:
hessian_factor : ndarray, 1d
A 1d weight vector used in the calculation of the Hessian.
The hessian is obtained by (exog.T * hessian_factor).dot(exog)