Obtaining SE from the hessian matrix

So, what is the _right_ way for obtatining SE? Why two those formulas above
differ?

If you are maximising a likelihood then the covariance matrix of the
estimates is (asymptotically) the inverse of the negative of the Hessian.

The standard errors are the square roots of the diagonal elements of the
covariance.

So if you have the Hessian you need to invert it, if you have the
covariance matrix, you don't.

	-thomas