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 to figure out how to compute/recover t
We should probably document this in the main README for Optim.
-- John
On Feb 5, 2014, at 2:16 PM, 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 to
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 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 c
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
