R-beta: SEs for one-param MLE in R?

Bill Simpson wsimpson at uwinnipeg.ca
Tue Apr 14 17:58:28 CEST 1998


Simple-mindedly I tried getting MLE and SE for one-parameter model in the
same way as for multi-param models.

out<-nlm(fn,p=c(2),hessian=T)

But
sqrt(diag(solve(out$hessian)))
gives the answer 1.  The Hessian has only one entry, not really a matrix.
diag(x) gives 1 if x is just a single number.

Is this what I should be doing to get SE for MLE?
sqrt(solve(out$hessian))

Thanks very much for any help!

BTW thanks for the help on readline.  I found the readline files on the
web and installed (strangely missing from Slackware distrib).  Now I have
bash-like command line interface in R. Excellent!!

Bill Simpson

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