One of our user asked:
I know that the Fisher matrix is easily obtained from the Hessian matrix $I\left(\hat{\beta}\right)=-H\left(\hat{\beta}\right)$
Why is the covariance variance matrix the inverse of the Fisher information matrix?
Mathematics Tips and tricks for SAT and all levels!
I know that the Fisher matrix is easily obtained from the Hessian matrix $I\left(\hat{\beta}\right)=-H\left(\hat{\beta}\right)$
Why is the covariance variance matrix the inverse of the Fisher information matrix?
Comments
Post a Comment