[R] Hessian from optim()

[Gregor Gorjanc]

Hello!

Looking on how people use optim to get MLE I also noticed that one can
use returned Hessian to get corresponding standard errors i.e. something
like

result <- optim(<< snip >>, hessian=T)
result$par                  # point estimates
vc <- solve(result$hessian) # var-cov matrix
se <- sqrt(diag(vc))        # standard errors

What is actually Hessian representing here? I appologize for lack of
knowledge, but ... Attached PDF can show problem I am facing with this
issue.

Thank you very much in advance.

-- 
Lep pozdrav / With regards,
    Gregor Gorjanc

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University of Ljubljana     PhD student
Biotechnical Faculty
Zootechnical Department     URI: http://www.bfro.uni-lj.si/MR/ggorjan
Groblje 3                   mail: gregor.gorjanc <at> bfro.uni-lj.si

SI-1230 Domzale             tel: +386 (0)1 72 17 861
Slovenia, Europe            fax: +386 (0)1 72 17 888

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"One must learn by doing the thing; for though you think you know it,
 you have no certainty until you try." Sophocles ~ 450 B.C.
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