[R] Interpreting negative diagonal values in a hessian

Andrew Robinson andrewr at uidaho.edu
Wed Jul 21 05:31:35 CEST 2004


Hi R-community,

I've been trying to fit a model using maximum likelihood in nlm.  Upon convergence I examine the hessian and it has a few (not all) positive values on its diagonal, as does its inverse.  I am minimizing the negative log likelihood, so I would expect all the members of the diagonal to be negative (I think).

Can anyone shed light on how this might be interpreted?

Thanks much,

Andrew




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