Aptech » Answers for "How can I find and store my final hessian?" http://www.aptech.com Fri, 08 Feb 2013 19:12:28 +0000 en-US hourly 1 http://wordpress.org/?v=3.4.1 By: admin http://www.aptech.com/questions/how-can-i-find-and-store-my-final-hessian/#answer-1277 http://www.aptech.com/questions/how-can-i-find-and-store-my-final-hessian/#answer-1277#comments Fri, 31 Aug 2012 09:29:44 +0000 admin http://www.aptech.com/questions/how-can-i-find-and-store-my-final-hessian/#answer-1277 Continue reading →]]> 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;
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