# Questions tagged [fisher-scoring]

A form of Newton's method used in statistics to solve maximum likelihood equations numerically [Wikipedia]

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### Expectation of Fisher score not equal to 0 when parametrize Categorical distribution differently

Expectation of Fisher score should equal to zero. The prove can be found in many palces, such as wikipedia. But I tried a categorical distribution that is not parameterizatized minimally, the expected ...
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### nakagami distribution

How can i do the parameter's estimation with nakagami distribution with fisher scoring ? i've problem with derive the log likelihood for the variabel of m.(i attach the picture with screenshot file)
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### Why are fisher-scoring estimates of the fixed-effects not used to calculate empirical bayes estimates of random-effects? Are they in-admissible?

Why is it not practiced using estimates of fixed-effects from fisher scoring used to calculate GEE coefficients to estimate random-effects via empirical bayes? We have another estimate of $\theta$ in ... 54 views

### How to calculate a multivariable fisher information matrix

I do not understand what is the definition for $$\mathcal I(\theta) = -E[H(\theta)]$$ where $H$ is the hessian of log-likelihood function how should I calculate this if $\theta$ is a vector. What ...
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### Implement Fisher Scoring for linear regression

I know there is an analytic solution to the following problem (OLS). Since I try to learn and understand the principles and basics of MLE, I implemented the fisher scoring algorithm for a simple ...
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### Why is Fisher Scoring easier to compute?

In practice, the observed information matrix (Newton-Raphson) is usually replaced by its expectation, known as Fisher scoring. Link: https://en.wikipedia.org/wiki/Scoring_algorithm#Fisher_scoring ...