Re : standard error of logit parameters
I'm sure below is fine but john fox's CAR book has some nice examples of how to compute the logit parameters and variances from scratch using iteratively weighted least squares.
On Thu, Jan 29, 2009 at 1:54 AM, justin bem wrote:
Run outfit<-nlm(..., hessian=T) and then standards error are se<-diag(solve(outfit$hessian)) ?? Justin BEM BP 1917 Yaound?? T??l (237) 76043774 ??
________________________________ De : Bomee Park <bombom at stanford.edu> ?? : r-help at r-project.org Envoy?? le : Jeudi, 29 Janvier 2009, 4h01mn 56s Objet??: [R] standard error of logit parameters Hi everyone. I am now estimating the parameters for a logit model, and trying to get the estimates by laximizing the log_likelihood. The nlm function works nicely for maximizing the -(log_likelihood) and returns the parameter estimates that minimize the static, and the gradients also, but don't have any clue how I can get the standard error for the parameters. Any help will be greatly appreciated. Thanks. ______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. [[alternative HTML version deleted]] ------------------------------ ______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.