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gamair
2007 Jun 26
2
fisher information matrix
Hi All,
a colleague wants to calculate the Fisher information matrix for a model he
wrote (not in R). He can easily get the neg-log-likelihood and the best fit
parameters at the minimum. He can also get negLLs for other parameter values too.
Given these data, is there a way in R to calculate the Fisher information matrix?
Best,
Federico
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Federico C. F. Calboli
Department of Epidemiology