[R] Zero rows/cols in the hessian matrix
Timur Elzhov
Timur.Elzhov at jinr.ru
Mon Feb 10 17:04:03 CET 2003
Dear R experts!
I try to minimize a function with external C fitting function.
I get the hessian matrix. Here it is:
[,1] [,2] [,3] [,4]
[1,] 1.8816631 0 0.8859803 0
[2,] 0.0000000 0 0.0000000 0
[3,] 0.8859803 0 0.4859983 0
[4,] 0.0000000 0 0.0000000 0
Second and fourth rows/columns have zero values only. That's OK,
because that ones related to parameters were not included in fitting
expression (but *were* passed to minimization function as arguments),
so dF/dp == 0 for them. It of course doesn't make sense to calculate
the standard errors for the mentioned "fitting-independent"
parameters, but I want to do that for others! I read in R-intro, that
I have to calculate the inverse of hessian at first.
solve(hessian) logs:
Error in solve.default(hessian) : singular matrix `a' in solve
So, the question is:
How can I calculate the errors of remaining parameters (without
removing "fitting-independent" parameters from arguments)?
Thanks!
--
WBR,
Timur
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