[Solved] How can I estimate standard error in maximum likelihood destinati in [closed]
You have to evaluate the Hessian to estimate standard error for a parameter fit = optim(start.theta, fn = function, #start.theta initial value of paramter hessian = TRUE, method = “L-BFGS-B”, #hessian True to calculate Hessian matrix lower = c(), upper = c(), control = list(trace = 1, fnscale = -1)) #fnscale= -1 to maximize the … Read more