Andrew Robinson
2004-Jul-21 03:31 UTC
[R] Interpreting negative diagonal values in a hessian
Hi R-community, I've been trying to fit a model using maximum likelihood in nlm. Upon convergence I examine the hessian and it has a few (not all) positive values on its diagonal, as does its inverse. I am minimizing the negative log likelihood, so I would expect all the members of the diagonal to be negative (I think). Can anyone shed light on how this might be interpreted? Thanks much, Andrew