Dear All, 
I am trying to find MLE by using "OPTIM" function.

Difficult in differentiating some parameter in my objective function, I
would like to use the returned hessian matrix to yield an estimate of
Fisher's Information matrix.

My question: Since the hessian is calculated by numerical differentiate, is
it a reliable estimate? Otherwise I would have to do a lot of  work to write
a second derivative on my own.

 

Thank you very much in advance


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