Obtaining standard errors using FindMinimum ???
- To: mathgroup at smc.vnet.net
- Subject: [mg47539] Obtaining standard errors using FindMinimum ???
- From: Joshua.wimpey at colorado.edu (Joshua)
- Date: Thu, 15 Apr 2004 03:40:44 -0400 (EDT)
- Sender: owner-wri-mathgroup at wolfram.com
Is there a way that I can get Mathematica to report SEs or confidence
intervals for parameter(variable) estimates when using FindMinimum.
I am using FindMinimum to perform Maximum likelihood estimation by
entering the negative Log Likelihood function...
Here is the result I get
In[28]:=
FindMinimum[-LL3,{á,1},{g,1},{ì,1},MaxIterations\[Rule]300]
Out[28]=
{594.231,{á\[Rule]0.0776644,g\[Rule]3.70815,ì\[Rule]15.6019}}
Thanks