How can I find and store my final hessian in CMLMT and MaxLikMT?
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;