I couldn't grasp what it refers to exactly so I would like to understand how we use it:

from MLE, Score Vector is:

$$ S(\theta;y) = \frac{\partial l(\theta;y) }{\partial \theta} $$ $l$ comes from the log version of the likelihood function and this score vector has an asymptotic distribution with Information Matrix which is:

$$ I(\theta) = -E(\frac{\partial l(\theta;y) }{\partial \theta \partial \theta ^T } ) $$

I appreciate it if you can explain how to use it and which sources I can use.

  • 2
    $\begingroup$ hi: you'd have to read a fairly advanced book on statistical inference. one recommendation is this one at the link below. there are probably other good ones that I am not aware of so hopefully other recommendations will follow from others. amazon.com/… $\endgroup$
    – mark leeds
    Dec 17, 2022 at 1:58
  • 2
    $\begingroup$ You may try asking questions like this on Cross Validated instead. You will find a larger pool of experts there. $\endgroup$ Dec 18, 2022 at 8:25
  • 1
    $\begingroup$ math.stackexchange.com/questions/4037394/… Hope this helps. $\endgroup$
    – Q9y5
    Dec 29, 2022 at 2:50


Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Browse other questions tagged or ask your own question.