[R] standard error of logit parameters

Bomee Park bombom at stanford.edu
Thu Jan 29 04:01:56 CET 2009


Hi everyone.

I am now estimating the parameters for a logit model, and trying to  
get the estimates by laximizing the log_likelihood.
The nlm function works nicely for maximizing the -(log_likelihood) and  
returns the parameter estimates that minimize the static, and the  
gradients also, but don't have any clue how I can get the standard  
error for the parameters.

Any help will be greatly appreciated.
Thanks.




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