A ssignment one presentation
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Assignment one presentation
Question 2.5 (a)-(d)
by Hao Ding
![Page 2: A ssignment one presentation](https://reader030.fdocuments.in/reader030/viewer/2022032605/56812bd0550346895d902d79/html5/thumbnails/2.jpg)
Derive Newton-Raphson Update
•A Starting point
•First derivative of Log – Likelihood
•Second derivative of Log – Likelihood
Slide 2
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Newton-Raphson: Derivation
Slide 3
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Newton-Raphson: Derivation
Slide 4
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Newton-Raphson: Implementation
Slide 5
solve(gpp) %*% gp
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Fisher Scoring
•Compute the Fisher Information
•Using Fisher Information to replace second derivative
Slide 6
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Newton VS Fisher Scoring
•Implementation cost• Fisher Scoring is easier to implement: less computational cost
•Performance
Slide 7
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Estimate Standard Error of MLEs
• .
•Evaluate the Fisher Information with MLEs
•The standard errors are the diagonal terms of the inverse of Fisher Information
Slide 8