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How to compute Fisher information and hessian matrix for multiple linear regression

5 vues (au cours des 30 derniers jours)
Abas Arkawazi
Abas Arkawazi le 2 Août 2020
Commenté : J. Alex Lee le 2 Août 2020
Hi gyes
please help me how to calculate the Fisher information and Hessian matrix for the following multiple linear regression:
Y=XB+U
where :
Y=[2;4;3;2;1;5]
x=[1 1 1 1 1 1 ; 2 4 3 2 5 4; 2 4 5 6 3 2]
B=[2;6;3]
U is random error
  1 commentaire
J. Alex Lee
J. Alex Lee le 2 Août 2020
not sure what fisher information is, but the hessian matrix is related to the second partial derivatives of the underlying model (in this case linear), so wouldn't it be zeros?

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