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cov
2011 Sep 02
5
Hessian Matrix Issue
...<-sqrt(var.muhat)
var.func<-dhat*muhat
var.func
d.prime<-cbind(dhat,muhat)
se.var.func<-d.prime%*%infor%*%t(d.prime)
se.var.func
lower.d[i]<-dhat-1.96*se.dhat
upper.d[i]<-dhat+1.96*se.dhat
if(lower.d[i] <= d.true & d.true<= upper.d[i])
counter <-counter+1
}
counter
covg.prob<-counter/iter
covg.prob