[R] SE from nleqslv

[Berend Hasselman]

On 20-03-2012, at 15:36, FU-WEN LIANG wrote:

> On Tue, Mar 20, 2012 at 4:24 AM, Berend Hasselman <bhh at xs4all.nl> wrote:
>> 
>> 
>> On 20-03-2012, at 01:01, FU-WEN LIANG wrote:
>> 
>>> Dear R-users,
>>> 
>>> I use the "nleqslv" function to get parameter estimates by solving a
>>> system
>>> of non-linear equations. But I also need standard error for each of
>>> estimates. I checked the nleqslv manual but it didn't mention about SE.
>>> Is there any way to get the SE for each estimate?
>> 
>> nleqslv is for solving a nonlinear system of equations. Only that.
>> If you provide a system of equations for determining standard errors then
>> nleqslv might be able to solve that system.
>> You can use nleqslv to investigate the sensitivity of a solution wrt
>> changes in parameters.
>> 
>> Berend
>> 
> 
> Thank you very much for your advice, Berend.
> Would you please give me a hint about "the sensitivity of a solution
> wrt changes in parameters"? What statistics can we use?

Suppose you have a system of two equations and this system depends on two parameters A and B.
You have solved the system for specific values of A and B.
Then you can vary A and B see how the solution changes.

How that could or might be translated to SE's I really wouldn't know.
A measure of the sensitivity could be the (relative change of a norm of the solution) / (relative change of a parameter).

Berend