How can I find and store my final hessian?

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

1 Answer



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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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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;

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