[ADMB Users] Reliability of Hessian Matrix Values....

[UW_Grad_2010]

 Hi my name is mike,
 I am a graduate student at the University of Washington and I have
just
 begun using AD Model Builder. I have some questions about the
reliability of standard
 errors output by ADMB.

 Knowing that the Standard errors are calculated from the Hessian
matrix, and assuming that ADMB converts the Hessian matrix values to
standard errors correctly

 It then stands to reason that my question is really about the
reliability of the Hessian Matrix values that
 are estimated by ADMB.

 Recently it has come to the attention of our working group that
hessian matrix values from solely
 numerically estimated models, such as in R or other programs using
standard optimization routines, are variable based on optimizer type
and step size. Making them unreliable.

 Since ADMB has the Auto Diff feature we were hoping that this would
make
 the SE's estimated from the Hessian matrix stable regardless of
optimizer
 and step size.

Does anyone have any information about what I have said here

or what they find to be a suitable answer to the question:

How reliable are the standard error estimates (and so in turn the
hessian matrix values) estimated by ADMB for models with a large
number of parameters?

Thanks
Mike