With fminsearch, how can I get standard errors, significant levels and p-values of estimated parameters?

Hi, I am using fminsearch to get a nonlinear maximum likelihood estimation. When the search finished, how can I get the statistics property such as standard errors, significant levels and p-values of the estimated parameters? Is there any packages or some formula for me?

Answers (1)

If you have the Stats Toolbox, how about just using mle()?

1 Comment

It seems that I can't use mle(),because the likelihood function is going to use a lot of integral and I had to program it by myself.

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on 28 Jun 2012

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