In some resources, I saw that the observed information matrix is the negative of the expected value of the Hessian matrix. However, in some other resources I saw that it is just the negative of the Hessian. Also, in R this is calculated by the inverse of the Hessian matrix (no negative). I am extremely confused. Can you please explain this?

  • $\begingroup$ Can you pinpoint some of the resources? $\endgroup$ – ThiS Jan 25 '13 at 9:49

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