Article View: sci.stat.consult
Article #4Re: How to calculate the hessian???
From: Bruno Monastero
Date: Tue, 29 Jan 2002 18:17
Date: Tue, 29 Jan 2002 18:17
15 lines
1971 bytes
1971 bytes
"Daan Taks" <blackfiction@hotmail.com> wrote in message news:3172868c.0201210549.66390229@posting.google.com... > In Excel I calculated a variance-covariance (Ht) (2*2) matrix using > the ADC model of Kroner and Ng (1998). Now I want to calculate the > standard errors of the parameters (16 in total) estimated by the > model. I know that I can do that by calculating the hessian, but how > to do that??? Numerical Linear Algebra with Excel is a bad idea, unless you wrote a Linear Algebra Pack from scratch, I saw determinants greater than zero in singular matrix 2x2. Best wishes, Bruno
Technical Details
Message-ID:
<MGB58.5262$om6.113504@news1.tin.it>Path:
arc1-ca.pugleaf.net!archiver1.google.com!news1.google.com!newsfeed.stanford.edu!news-spur1.maxwell.syr.edu!news.maxwell.syr.edu!teleglobe.net!teleglobe.net!teleglobe.net!server-b.cs.interbusiness.it!news-out.tin.it!news-in.tin.it!news1.tin.it.POSTED!not-for-mailReferences:
<3172868c.0201210549.66390229@posting.google.com>Show Full Headers
Complete Article Headers
X-Google-Language: ENGLISH,ASCII-7-bit X-Google-Thread: 106e3f,74636f6e43f5c32c X-Google-Attributes: gid106e3f,public X-Google-Thread: 10d632,74636f6e43f5c32c X-Google-Attributes: gid10d632,public X-Google-Thread: fa931,74636f6e43f5c32c X-Google-Attributes: gidfa931,public X-Google-Thread: 111b91,74636f6e43f5c32c X-Google-Attributes: gid111b91,public X-Google-ArrivalTime: 2002-01-29 10:35:00 PST Path: arc1-ca.pugleaf.net!archiver1.google.com!news1.google.com!newsfeed.stanford.edu!news-spur1.maxwell.syr.edu!news.maxwell.syr.edu!teleglobe.net!teleglobe.net!teleglobe.net!server-b.cs.interbusiness.it!news-out.tin.it!news-in.tin.it!news1.tin.it.POSTED!not-for-mail From: "Bruno Monastero" <brmonas@tin.it> Newsgroups: sci.stat.consult,sci.stat.math,comp.soft-sys.matlab,aus.stats.s References: <3172868c.0201210549.66390229@posting.google.com> Subject: Re: How to calculate the hessian??? Lines: 17 X-Priority: 3 X-MSMail-Priority: Normal X-Newsreader: Microsoft Outlook Express 5.50.4807.1700 X-MIMEOLE: Produced By Microsoft MimeOLE V5.50.4807.1700 Message-ID: <MGB58.5262$om6.113504@news1.tin.it> Date: Tue, 29 Jan 2002 18:17:16 GMT NNTP-Posting-Host: 212.171.27.232 X-Complaints-To: newsmaster@tin.it X-Trace: news1.tin.it 1012328236 212.171.27.232 (Tue, 29 Jan 2002 19:17:16 MET) NNTP-Posting-Date: Tue, 29 Jan 2002 19:17:16 MET Organization: TIN