[R] Interpreting negative diagonal values in a hessian
andrewr at uidaho.edu
Wed Jul 21 05:31:35 CEST 2004
I've been trying to fit a model using maximum likelihood in nlm. Upon convergence I examine the hessian and it has a few (not all) positive values on its diagonal, as does its inverse. I am minimizing the negative log likelihood, so I would expect all the members of the diagonal to be negative (I think).
Can anyone shed light on how this might be interpreted?
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