Run 


outfit<-nlm(..., hessian=T) and then standards error are
se<-diag(solve(outfit$hessian))


 
Justin BEM
BP 1917 Yaoundé
Tél (237) 76043774

 



________________________________
De : Bomee Park <bombom@stanford.edu>
À : r-help@r-project.org
Envoyé le : Jeudi, 29 Janvier 2009, 4h01mn 56s
Objet : [R] standard error of logit parameters

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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