Compute standard errors from Hessian

Extracts standard errors from the Hessian of a log-likelihood. SE(θ̂ᵢ) = sqrt(I(θ̂)⁻¹ᵢᵢ) = sqrt(-H⁻¹ᵢᵢ)

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