[S] Var-Covar Matrices of non-linear parameters

Pedro de Barros (pbarros@ualg.pt)
Thu, 11 Jun 1998 16:18:50 +0100


Dear all,
I am trying to find a way of obtaining the variance-covariance matrix for
the estimated parameters when running nlregb(), nls() or nlminb(),
equivalent to the "var" component of a glim() fit. (I want a simple way of
estimating confidence limits for the parameters).
Does anyone have a tip on how to do this, or code he/she would be willing to
share?

Thanks in advance,
Pedro

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