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rickecon / StructEst_W20

MACS 40200 (Winter 2020): Structural Estimation
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inverse hessian variance-covariance matrix #10

Open cytwill opened 4 years ago

cytwill commented 4 years ago

My optimization method can not give an explicit inverse hessian variance-covariance matrix, my current method return the hess_inv as:

<4x4 LbfgsInvHessProduct with dtype=float64> Can anyone help with this?
jesuspachecov commented 4 years ago

I had the same issue, and I found this: https://github.com/rickecon/StructEst_W17/issues/26

cytwill commented 4 years ago

Thank you, I have got the answer!

rickecon commented 4 years ago

Thanks, @jesuspachecov and @cytwill. The approach (I don't know why it is this way) is to use the results.hess_inv.todense() method at the end of the hess_inv call.