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