Hello,
i have used the code below to estimate the parameters of weibull distribution
and i want to obtain the fisher information
by providing the the next code but i receive errors anytime i try to, what do i
do?
by the way is my replication correct and is it placed at the right position for
replicating x to obtain the estimates
thank you
n=100
library(survival)
x<-rweibull(n,0.8,1.5)
q<-replicate(1000,x)
z<-function(p){
beta<-p[1]
eta<-p[2]
log1<-(n*log(beta)-n*beta*log(eta)+(beta-1)*sum(log(x))-sum((x/eta)^beta))
return(-log1)
}
zz<-optim(c(0.5,0.5),z)
zz
library(MASS)
out <- nlm(z,zz,x=x hessian = TRUE)
fish <- out$hessian
fish
solve(fish)
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