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A ssignment one presentation. Question 2.5 (a)-(d). by Hao Ding. Derive Newton-Raphson Update. A Starting point First derivative of Log – Likelihood Second derivative of Log – Likelihood. Newton-Raphson: Derivation. Newton-Raphson: Derivation. Newton-Raphson: Implementation. - PowerPoint PPT Presentation
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Assignment one presentation
Question 2.5 (a)-(d)
by Hao Ding
Derive Newton-Raphson Update
•A Starting point
•First derivative of Log – Likelihood
•Second derivative of Log – Likelihood
Slide 2
Newton-Raphson: Derivation
Slide 3
Newton-Raphson: Derivation
Slide 4
Newton-Raphson: Implementation
Slide 5
solve(gpp) %*% gp
Fisher Scoring
•Compute the Fisher Information
•Using Fisher Information to replace second derivative
Slide 6
Newton VS Fisher Scoring
•Implementation cost• Fisher Scoring is easier to implement: less computational cost
•Performance
Slide 7
Estimate Standard Error of MLEs
• .
•Evaluate the Fisher Information with MLEs
•The standard errors are the diagonal terms of the inverse of Fisher Information
Slide 8
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