[julia-users] Re: Computing Standard Error for MLE using Optim package

2014-02-11 Thread Bradley Fay
> > Got it, Thanks! > -Bradley

Re: [julia-users] Computing Standard Error for MLE using Optim package

2014-02-11 Thread Bradley Fay
Got it. Thanks! On Wednesday, February 5, 2014 3:16:47 PM UTC-7, Andreas Noack Jensen wrote: > > In the Calculus.jl package, there is a hessian function where you can > stick in you likelihood and the estimate. > > > 2014-02-05 Bradley Fay >: > >> I'm trying t

[julia-users] Computing Standard Error for MLE using Optim package

2014-02-05 Thread Bradley Fay
I'm trying to figure out how to compute/recover the standard error of the estimates for a simple linear regression using MLE and simulated. Here is the code I'm using to generate data, compute the likelihood function, and optimize the function. using Optim using Distributions xmat = [ones(10