Matlab fminunc calculate standard errors MLE -


i have problem when trying calculate standard errors of estimates fminunc. estimation technique maximum likelihood estimation. i've tried 2 ways below, both failed:

  1. the hessian matrix fminunc results non-invertible, can't standard error hessian matrix.

  2. so turned standard errors using opg(outer-product-of-gradient) method. however, gradient provided failed pass derivative-check.

does know whether there other ways can standard error? appreciated!

this may useful: http://gking.harvard.edu/files/gking/files/help.pdf

i've skimmed , sense can't variance matrix non-invertible hessian matrix. doesn't exist. reference above says standard response is:
a) more data or
b) use less complicated model.
offers rescue methods if neither of option. haven't gotten head around methods, sorry incomplete.


Comments

Popular posts from this blog

How to mention the localhost in android -

php - Calling a template part from a post -

c# - String.format() DateTime With Arabic culture -