What was stored in a .Rdata file
If you load the .Rdata in an environment with already many data, it can be difficult to know what is new after the loading. The solution is to use:
print(load("yourobject.Rdata"))
Standard error from Hessian Matrix... what can be done when problem occurs
An Hessian matrix is a square matrix of partial second order derivative. From the square-root of the inverse of the diagonal, it is possible to estimate the standard error of parameters. Let take an example: val=rnorm(100, mean=20, sd=5) # Return -ln L of values in val in Gaussian distribution with mean and sd in par fitnorm<-function(par, val) { -sum(dnorm(val, par["mean"], par["sd"], log = TRUE)) } # Initial values for search p<-c(mean=20, sd=5) # fit the model result <- optim(par=p, fn=fitnorm, val=val, method="BFGS", hessian=TRUE) # Inverse the hessian matrix to get SE for each parameters mathessian <- result$hessian inversemathessian <- solve(mathessian) res <- sqrt(diag(inversemathessian)) # results data.frame(Mean=result$par, SE=res) library(MASS) (r<-fitdistr(val, "normal")) It works well. However, the inverse of the matrix cannot be calculated if the second order derivative for some paramete...
Commentaires
Enregistrer un commentaire