R help - Mar 2012 - SE from nleqslv

Dear R-users,

I use the "nleqslv" function to get parameter estimates by solving a
system
of non-linear equations. But I also need standard error for each of
estimates. I checked the nleqslv manual but it didn't mention about SE.
Is there any way to get the SE for each estimate?

Thank you very much.

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On 20-03-2012, at 01:01, FU-WEN LIANG wrote:
> Dear R-users,
> 
> I use the "nleqslv" function to get parameter estimates by
solving a system
> of non-linear equations. But I also need standard error for each of
> estimates. I checked the nleqslv manual but it didn't mention about SE.
> Is there any way to get the SE for each estimate?
nleqslv is for solving a nonlinear system of equations. Only that.
If you provide a system of equations for determining standard errors then
nleqslv might be able to solve that system.
You can use nleqslv to investigate the sensitivity of a solution wrt changes in
parameters.

Berend

You haven't said how the function you're optimizing relates to your
data.
In the special case that you happen to be using nleqslv to maximize a
log-likelihood function (a special case of which is least squares fitting),
you can get an approximation to the standard error using the Jacobian
matrix that nleqslv computes.

Peter

On Mon, Mar 19, 2012 at 5:01 PM, FU-WEN LIANG <fliang81@gmail.com> wrote:
> Dear R-users,
>
> I use the "nleqslv" function to get parameter estimates by
solving a system
> of non-linear equations. But I also need standard error for each of
> estimates. I checked the nleqslv manual but it didn't mention about SE.
> Is there any way to get the SE for each estimate?
>
> Thank you very much.
>
>        [[alternative HTML version deleted]]
>
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