I calculate a data log likelihood (evaluated at a set of parameters to be estimated), and my task is to find the set of parameters that maximize my log likelihood.
My problem is: thought there are a bunch of matlab optimization algorithms that can give me the estimated parameter (like fminserch, patternsearch), they don't give the t-stats (or standard error) of each estimate....So if I want to check the robustness of the estimation, what should I do?
Thank you :)
