Re: [R] Estimate Fisher Information by Hessian from OPTIM

2007-05-31 Thread Katharine Mullen
ChenYen wrote: Dear All, I am trying to find MLE by using OPTIM function. Difficult in differentiating some parameter in my objective function, I would like to use the returned hessian matrix to yield an estimate of Fisher's Information matrix. My question: Since the hessian is calculated

[R] Estimate Fisher Information by Hessian from OPTIM

2007-05-29 Thread ChenYen
Dear All, I am trying to find MLE by using OPTIM function. Difficult in differentiating some parameter in my objective function, I would like to use the returned hessian matrix to yield an estimate of Fisher's Information matrix. My question: Since the hessian is calculated by numerical