Numerical approximation of the observed information matrix with Oakes' identity.

@article{Chalmers2018NumericalAO,
  title={Numerical approximation of the observed information matrix with Oakes' identity.},
  author={R. Philip Chalmers},
  journal={The British journal of mathematical and statistical psychology},
  year={2018}
}
An efficient and accurate numerical approximation methodology useful for obtaining the observed information matrix and subsequent asymptotic covariance matrix when fitting models with the EM algorithm is presented. The numerical approximation approach is compared to existing algorithms intended for the same purpose, and the computational benefits and… CONTINUE READING