def deriv2(self, p):
        """
        Second derivative of the link function g''(p)

        implemented through numerical differentiation
        """
        from statsmodels.tools.numdiff import approx_fprime
        p = np.atleast_1d(p)
        # Note: special function for norm.ppf does not support complex
        return np.diag(approx_fprime(p, self.deriv, centered=True))