Extract the per-observation Hessian matrices evaluated at the estimated
parameters from an mlmodel object.
Usage
hessianObs(object)
# S3 method for class 'mlmodel'
hessianObs(object)
Arguments
- object
An mlmodel object.
Value
A numeric matrix of dimension (N*K) x K, where N is the number
of observations and K is the number of parameters. The Hessian for each
observation is stacked vertically.
Details
This is mainly intended for advanced use (e.g., custom diagnostics or
information matrix tests). For most users, the functions IMtest or
vcov are more convenient.
