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Compute standard errors from Hessian

Source: R/hessian.R
std_errors.Rd

Extracts standard errors from the Hessian of a log-likelihood. SE(theta_i) = sqrt(diag(solve(I(theta)))) where I = -H.

Usage

std_errors(hess, is_loglik = TRUE)

Arguments

hess

The Hessian matrix (from hessian())

is_loglik

If TRUE, treats hess as Hessian of log-likelihood and uses -H⁻¹. If FALSE, uses H⁻¹ directly.

Value

A numeric vector of standard errors