Displaying 1 result from an estimated 1 matches for "4120ext53297".
2005 Jun 06
3
(Off topic.) Observed Fisher information.
I have been building an R function to calculate the ***observed***
(as opposed to expected) Fisher information matrix for parameter
estimates in a rather complicated setting. I thought I had it
working, but I am getting a result which is not positive definite.
(One negative eigenvalue. Out of 10.)
Is it the case that the observed Fisher information must be positive
definite --- thereby