Displaying 1 result from an estimated 1 matches for "tzaihra".
Did you mean:
zaihra
2011 Sep 02
5
Hessian Matrix Issue
Dear All,
I am running a simulation to obtain coverage probability of Wald type
confidence intervals for my parameter d in a function of two parameters
(mu,d).
I am optimizing it using "optim" method "L-BFGS-B" to obtain MLE. As, I
want to invert the Hessian matrix to get Standard errors of the two
parameter estimates. However, my Hessian matrix at times becomes