How to compute Fisher information and hessian matrix for multiple linear regression
4 ビュー (過去 30 日間)
古いコメントを表示
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 件のコメント
J. Alex Lee
2020 年 8 月 2 日
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?
回答 (0 件)
参考
カテゴリ
Help Center および File Exchange で Linear Regression についてさらに検索
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!