The covariance matrix returned from Maxlik (or CML or CMLMT) is a missing value

The covariance matrix being returned from Maxlik (or CMLMT) is a missing value and I am getting the error message "Hessian calculation failed". Why is this happening?

1 Answer


If the covariance matrix is a scalar missing value and the “Hessian Calculation failed” message is issued, the calculated Hessian has failed to invert.  This means it contains linear dependencies. These dependencies can be due to poor scaling of the data, catastrophic failure of precision, or unidentified parameters in your model.

You must login to post answers.

Have a Specific Question?

Get a real answer from a real person

Need Support?

Get help from our friendly experts.

Try GAUSS for 14 days for FREE

See what GAUSS can do for your data

© Aptech Systems, Inc. All rights reserved.

Privacy Policy