[R] OPG variance estimate

From: Vicky Landsman <msvika_at_mscc.huji.ac.il>
Date: Thu 17 Mar 2005 - 08:24:53 EST


Dear all,
Is there exist a function which provides an OPG (outer product of the gradient) estimate for variance - covariance matrix of the MLE? I tried to write my own function but it produces significantly different results comparing with empirical sd estimates computed from simulations and I cannot understand where is mistake. Thanks a lot,
Vicky Landsman.

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