The COV= option must be specified to compute an approximate covariance matrix for the parameter estimates under asymptotic theory for least-squares, maximum-likelihood, or Bayesian estimation, with or ...
Where is the model fitting information stored in MLwiN? Parameter storage columns: MLwiN routinely stores the random parameter estimates in C1096 (for more information see the question ' Where can I ...
The estimated covariance matrix of the parameter estimates is computed as the inverse Hessian matrix, and for unconstrained problems it should be positive definite. If the final parameter estimates ...
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