How to compute Fisher information and hessian matrix for multiple linear regression
5 Ansichten (letzte 30 Tage)
Ältere Kommentare anzeigen
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
1 Kommentar
J. Alex Lee
am 2 Aug. 2020
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?
Antworten (0)
Siehe auch
Kategorien
Mehr zu Descriptive Statistics finden Sie in Help Center und File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!