[ADMB Users] how reliable are ADMB estimates of variances?

Saang-Yoon Hyun HYUS at critfc.org
Sun Jul 12 14:34:56 PDT 2009


Hello.

A simple ADMB program of mine does an excellent job of calculating MLEs of parameters.  However, its estimation of variances of parameter estimates does not look good.  If someone has ever evaluated ADMB performance in terms of "variance estimation", please share your findings/experiences/opinions about the performance with me.  I wonder about how reliably ADMB calculates variance estimates.

Thank you, 

Saang-Yoon




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