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How to compute Fisher information and hessian matrix for multiple linear regression

조회 수: 5 (최근 30일)
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
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?

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