How can I find and store my final hessian in CMLMT and MaxLikMT?
1 Answer
0
accepted
To find and store the final Hessian. In Constrained Maximum Likelihood MT (CMLMT), it will be found in the results structure:
struct cmlmtResults out; out = cmlmt(&lnlk,p0,d0,c0); h = out.hessian; save h;
And similarly in Maximum Likelihood MT (Maxlikmt)
struct maxlikmtResults out; out = maxlikmt(&lnlk,p0,d0,c0); h = out.hessian; save h;
The final Hessian is found in a global variable for Constrained Maximum Likelihood (CML) and for Maximum Likelihood (Maxlik)
h = _cml_finalHess; h = _max_finalHess;
Your Answer
1 Answer
0
accepted
To find and store the final Hessian. In Constrained Maximum Likelihood MT (CMLMT), it will be found in the results structure:
struct cmlmtResults out; out = cmlmt(&lnlk,p0,d0,c0); h = out.hessian; save h;
And similarly in Maximum Likelihood MT (Maxlikmt)
struct maxlikmtResults out; out = maxlikmt(&lnlk,p0,d0,c0); h = out.hessian; save h;
The final Hessian is found in a global variable for Constrained Maximum Likelihood (CML) and for Maximum Likelihood (Maxlik)
h = _cml_finalHess; h = _max_finalHess;