[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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