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MathGroup Archive 2004

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Obtaining Standard Errors when using FindMinimum in Mathematica

  • To: mathgroup at smc.vnet.net
  • Subject: [mg47533] Obtaining Standard Errors when using FindMinimum in Mathematica
  • From: wimpeyjs at hotmail.com (JoshW)
  • Date: Thu, 15 Apr 2004 03:40:10 -0400 (EDT)
  • Sender: owner-wri-mathgroup at wolfram.com

Is this possible?  I am using FindMinimum to estimate parameters by
minimizing the negative log likelihood function....Just like you would
do for maximum likelihood.  Mathematica only spits out parameter
estimates and no SEs or confidence intervals.

Any help would be much appreciated.


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