# Questions tagged [fisher-scoring]

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

16 questions
Filter by
Sorted by
Tagged with
21 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 ...
1 vote
111 views

• 21
8k views

### 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 ...
• 492
1k views

### 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 ...
• 6,838