[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

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