I want to use the Fisher Scoring Algorithm in Newton-Raphson method.
I(theta_m) in above that calculated at each iteration, has to be positive definite? Is it possible this matrix be indefinite?
Asked
Active
Viewed 23 times
0
user321525
- 71
-
1Does this answer your question? Is it possible Fisher information matrix be indefinite? – microhaus Jun 02 '21 at 20:25
-
Can you please explain how this is different from the question you asked earlier today? – Arya McCarthy Jun 02 '21 at 21:59