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

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Abas Arkawazi 2020-8-2

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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

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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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