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 differentiate, is
it a reliable estimate? Otherwise I would have to do a lot of work to write
a second derivative on my own.
Thank you very much in advance
[[alternative HTML version deleted]]
______________________________________________
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
