How to compute Fisher information and hessian matrix for multiple linear regression
조회 수: 5 (최근 30일)
이전 댓글 표시
Hi gyes
please help me how to calculate the Fisher information and Hessian matrix for the following multiple linear regression:
Y=XB+U
where :
Y=[2;4;3;2;1;5]
x=[1 1 1 1 1 1 ; 2 4 3 2 5 4; 2 4 5 6 3 2]
B=[2;6;3]
U is random error
댓글 수: 1
J. Alex Lee
2020년 8월 2일
not sure what fisher information is, but the hessian matrix is related to the second partial derivatives of the underlying model (in this case linear), so wouldn't it be zeros?
답변 (0개)
참고 항목
카테고리
Help Center 및 File Exchange에서 Descriptive Statistics에 대해 자세히 알아보기
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!