You haven't said how the function you're optimizing relates to your data. In the special case that you happen to be using nleqslv to maximize a log-likelihood function (a special case of which is least squares fitting), you can get an approximation to the standard error using the Jacobian matrix that nleqslv computes.
Peter On Mon, Mar 19, 2012 at 5:01 PM, FU-WEN LIANG <flian...@gmail.com> wrote: > Dear R-users, > > I use the "nleqslv" function to get parameter estimates by solving a system > of non-linear equations. But I also need standard error for each of > estimates. I checked the nleqslv manual but it didn't mention about SE. > Is there any way to get the SE for each estimate? > > Thank you very much. > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
