Hello Ox-Users,
I recently posted to this list asking whether someone has code to produce
parameter variances for constrained MLE from MaxSQP() output.
Since no-one replied, I tried putting something together myself - I put it
up on the web here: http://fmg2.lse.ac.uk/~max/ox/
There's a commented file with the code, and a one-page PDF describing the
procedure (which I think is reasonably standard anyway).
It would be good if someone could have a look at that and tell me whether it
works.
Thanks.
Max
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