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Hessian Matrix

To: Splus Mailing list <s-news@lists.biostat.wustl.edu>
Subject: Hessian Matrix
From: Carole Birrell <cbirrell@uow.edu.au>
Date: Mon, 28 Aug 2006 13:19:07 +1000
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Dear SPLUS users,
I am using the SPlus version 7.0 Finmetrics and in particular the SsfFit function. This function has obviously changed from version 6.2 , and now seems to check for a Hessian matrix which is not invertible.

I am simulating data from a multivariate basic structural model and then attempting to estimate the parameters for this model. I am now getting warnings saying that "Hessian failed to invert. in: SsfFit(all9, Augmentdata, "EstAugSV", trace = T)".

Do I need to alter the precision somewhere, if so how do I do that?
If not, do you have any advice as to what I should do?

regards,
Carole Birrell
University of Wollongong.

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