Computes MSE = Var + Bias^2 (scalar) or Vcov + bias %*% t(bias) (matrix). Under regularity conditions, asymptotic bias is zero, so MSE equals the variance-covariance matrix.

# S3 method for class 'fisher_mle'
mse(x, theta = NULL)

Arguments

x

A fisher_mle object

theta

True parameter value (for simulation studies)

Value

MSE matrix or scalar