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From: Nicolas on 19 Jul 2010 09:06
"lulu millcreek" <lulu.millcreek(a)gmail.com> wrote in message <hul2mj$iqm$1(a)fred.mathworks.com>...
> Hi!
> Does anyone know how I can approximate the hessian from a maximum likelihood after using ktrlink (which is similar to matlab's fmincon) to get the parameters? (this is so that I can get the standard errors).
> Thank you!!!!

Please see this topic:
http://www.mathworks.com/matlabcentral/newsreader/view_thread/287124#763615

"And this remark from Alan Weiss:

There is at least one function on the File Exchange that will calculate
the Hessian. See
http://www.mathworks.com/matlabcentral/newsreader/view_thread/271183#711741

For more information on the quality of Hessians from various solvers and
algorithms, see
http://www.mathworks.com/access/helpdesk/help/toolbox/optim/ug/bsapd3i.html
"

Best regards.

Nicolas Omont
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