hi all does anyone know how one would calculate the covariance matrix of a vector of estimated parameters if we use the method of moments technique? one could use bootstrapping techniques but there should be some asymptotic results that could be used as per MLE estimates. a reference would be much appreciated.
Hi pals This is the first time for trying with R programe. Could u please suggest me how to practice or else give me some simple homeworks. I will try it. Thank u so much k On 11/11/05, Clark Allan <Allan@stats.uct.ac.za> wrote:> > hi all > > does anyone know how one would calculate the covariance matrix of a > vector of estimated parameters if we use the method of moments > technique? one could use bootstrapping techniques but there should be > some asymptotic results that could be used as per MLE estimates. > > a reference would be much appreciated. > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! > R-project.org/posting-guide.html > >[[alternative HTML version deleted]]