How to compute Fisher information and hessian matrix for multiple linear regression

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Abas Arkawazi
Abas Arkawazi 2020-8-2
评论： J. Alex Lee 2020-8-2
Hi gyes
please help me how to calculate the Fisher information and Hessian matrix for the following multiple linear regression:
Y=XB+U
where :
Y=[2;4;3;2;1;5]
x=[1 1 1 1 1 1 ; 2 4 3 2 5 4; 2 4 5 6 3 2]
B=[2;6;3]
U is random error
  1 个评论
J. Alex Lee
J. Alex Lee 2020-8-2
not sure what fisher information is, but the hessian matrix is related to the second partial derivatives of the underlying model (in this case linear), so wouldn't it be zeros?

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