[R] Zero Columns/Rows in Hessian Matrix

eespinola eespinola at miners.utep.edu
Mon Jul 11 18:18:08 CEST 2011


Hello R users,

I am trying to get the Std. errors of some estimators using the optim
function.  But when computing them using  sqrt(diag(solve(ans$hessian))) I
get an error that says... Lapack routine dgesv: system is exactly singular. 
Or sometimes I also get that system is computationally singular.  When I
check the Hessian matrix it has at least one column&row of mostly zeros.  My
estimators are really close to the true values so I dont know why the std.
errors wont come out.  Any ideas or suggestions on how to fix this?

Thank you.

Eduardo Espinola
Student

--
View this message in context: http://r.789695.n4.nabble.com/Zero-Columns-Rows-in-Hessian-Matrix-tp3660025p3660025.html
Sent from the R help mailing list archive at Nabble.com.



More information about the R-help mailing list