[18624] in s-news-athena
[S] Recovering the parameter covariance matrix for ms() fits
daemon@ATHENA.MIT.EDU (Charles E. (Ted) Wright)
Tue Jul 13 20:08:00 1999
Date: Tue, 13 Jul 1999 16:58:32 -0700 (PDT)
From: "Charles E. (Ted) Wright" <cew@aris.ss.uci.edu>
To: S news submissions <s-news@wubios.wustl.edu>
Message-Id: <Pine.SOL.4.05.9907131653380.16578-100000@aris.ss.uci.edu>
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I am using ms() to do a least squares fit. (This is the second time I have
worked with least squares models for which I could not get nls() to work
appropriately, but ms() seems to be fine.) To understand better the
structure of this model for the data with which I am working, I would like
to get an estimate of the parameter covariance matrix (or the Hessian). I
would be interested in suggestions about how best to do this.
Ted Wright
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